+2,737.5%
SPY vs EME
+53,473.8%
-50,736.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | +2.6% | +8.4% | -5.8% | +0.4% |
| 30D | -2.0% | -11.5% | +9.5% | +0.9% |
| 3M | -2.8% | -20.6% | +17.9% | +2.6% |
| 6M | +2.1% | -28.5% | +30.6% | +9.9% |
| YTD | +11.5% | +8.0% | +3.5% | +6.7% |
| 1Y | +13.5% | +6.8% | +6.7% | +8.9% |
| 3Y | +77.7% | +213.9% | -136.2% | +23.2% |
| 5Y | +72.6% | +414.8% | -342.2% | +3.6% |
| 10Y | +308.2% | +916.9% | -608.8% | +97.1% |
| All | +2,737.5% | +53,473.8% | -50,736.2% | +719.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling