+235.3%
SPOT vs EMR
+62.0%
+173.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -2.9% | +3.1% | -5.9% | -3.6% |
| 30D | +8.3% | -3.5% | +11.8% | +9.2% |
| 3M | +5.1% | +9.8% | -4.7% | +1.4% |
| 6M | -6.5% | +10.8% | -17.3% | -10.5% |
| YTD | -9.0% | +15.9% | -24.9% | -14.8% |
| 1Y | -26.4% | +16.4% | -42.8% | -31.6% |
| All | +235.3% | +62.0% | +173.3% | +176.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling