+82.0%
SPY vs EME
+540.8%
-458.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -2.0% | +0.9% | -2.9% | -2.3% |
| 30D | -1.7% | -8.4% | +6.7% | +0.5% |
| 3M | +4.7% | -3.6% | +8.3% | +4.9% |
| 6M | +12.5% | +3.6% | +9.0% | +9.8% |
| YTD | +11.7% | +22.5% | -10.8% | +3.3% |
| 1Y | +17.5% | +18.2% | -0.7% | +8.3% |
| 3Y | +76.6% | +238.4% | -161.8% | +7.7% |
| 5Y | +82.0% | +550.5% | -468.5% | -19.9% |
| All | +82.0% | +540.8% | -458.8% | -19.9% |
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