+3,058.8%
SPY vs EMR
+2,875.2%
+183.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -0.9% | -2.0% | +1.1% | 0.0% |
| 30D | -2.4% | +2.8% | -5.2% | -3.6% |
| 3M | -1.2% | +2.0% | -3.1% | -2.3% |
| 6M | +3.3% | +20.7% | -17.4% | -5.9% |
| YTD | +12.3% | +27.3% | -15.0% | -1.4% |
| 1Y | +12.4% | +31.0% | -18.6% | -2.7% |
| 3Y | +78.8% | +103.6% | -24.8% | +23.4% |
| 5Y | +75.2% | +88.6% | -13.4% | +23.7% |
| 10Y | +311.1% | +280.6% | +30.5% | +97.3% |
| All | +3,058.8% | +2,875.2% | +183.6% | +530.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling