-0.3%
SPOT vs EMR
+25.6%
-26.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +4.7% |
| 7D | +16.6% | +1.6% | +15.0% | +16.6% |
| 30D | +29.9% | +5.0% | +24.9% | +30.0% |
| 3M | +31.3% | +7.7% | +23.6% | +31.4% |
| 6M | +43.2% | +26.8% | +16.5% | +40.0% |
| YTD | +8.1% | +29.9% | -21.8% | +5.7% |
| 1Y | -0.3% | +25.7% | -26.0% | -2.2% |
| All | -0.3% | +25.6% | -26.0% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling