+78.9%
SPYM vs EMB
+30.2%
+48.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.4% |
| 7D | +0.6% | +0.3% | +0.3% | +0.2% |
| 30D | -0.9% | -0.5% | -0.4% | -0.3% |
| 3M | +3.9% | +0.3% | +3.6% | +3.5% |
| 6M | +14.5% | +1.2% | +13.4% | +13.0% |
| YTD | +13.0% | +1.5% | +11.5% | +11.1% |
| 1Y | +19.4% | +4.8% | +14.6% | +13.1% |
| 3Y | +78.9% | +30.4% | +48.5% | +39.9% |
| All | +78.9% | +30.2% | +48.7% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling