+311.1%
SPOT vs EMR
+204.1%
+107.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | +1.6% | +2.8% | -1.3% | +0.6% |
| 30D | +16.9% | +3.7% | +13.3% | +15.2% |
| 3M | +23.0% | +2.0% | +20.9% | +21.4% |
| 6M | +42.2% | +22.1% | +20.1% | +30.7% |
| YTD | +5.5% | +27.2% | -21.7% | -5.6% |
| 1Y | -5.1% | +32.0% | -37.1% | -16.3% |
| 3Y | +257.9% | +103.3% | +154.6% | +161.2% |
| 5Y | +118.4% | +88.2% | +30.1% | +62.7% |
| All | +311.1% | +204.1% | +107.0% | +153.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling