+3,029.2%
SPY vs EMR
+2,919.0%
+110.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -2.0% | +0.4% |
| 7D | +0.1% | +2.1% | -2.1% | -0.9% |
| 30D | -3.3% | +4.8% | -8.1% | -5.4% |
| 3M | -2.4% | +7.5% | -9.9% | -5.8% |
| 6M | +2.6% | +20.9% | -18.3% | -6.6% |
| YTD | +11.2% | +29.2% | -17.9% | -2.9% |
| 1Y | +13.4% | +33.0% | -19.6% | -2.5% |
| 3Y | +79.9% | +109.8% | -29.9% | +22.4% |
| 5Y | +72.2% | +91.9% | -19.8% | +20.6% |
| 10Y | +307.3% | +301.5% | +5.8% | +90.7% |
| All | +3,029.2% | +2,919.0% | +110.2% | +520.9% |
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