+311.0%
SPYM vs EMB
+36.5%
+274.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.2% |
| 7D | +2.6% | -0.9% | +3.5% | +3.6% |
| 30D | -2.0% | +0.4% | -2.4% | -2.3% |
| 3M | -2.8% | -3.1% | +0.3% | +0.6% |
| 6M | +2.2% | -2.1% | +4.2% | +4.6% |
| YTD | +11.5% | -1.1% | +12.6% | +13.0% |
| 1Y | +13.5% | -0.1% | +13.6% | +13.8% |
| 3Y | +78.0% | +29.6% | +48.5% | +36.4% |
| 5Y | +73.1% | +7.2% | +66.0% | +63.3% |
| All | +311.0% | +36.5% | +274.5% | +228.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling