+115.3%
SPOT vs EME
+575.5%
-460.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -0.3% |
| 7D | -3.1% | +3.5% | -6.6% | -3.9% |
| 30D | +7.4% | -6.3% | +13.7% | +8.7% |
| 3M | +8.2% | -3.8% | +11.9% | +7.8% |
| 6M | +2.2% | +8.5% | -6.3% | -3.0% |
| YTD | -9.5% | +27.8% | -37.3% | -19.6% |
| 1Y | -23.8% | +22.2% | -46.1% | -32.7% |
| 3Y | +233.5% | +253.5% | -20.0% | +69.9% |
| All | +115.3% | +575.5% | -460.2% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling