+318.0%
SPYM vs EMR
+284.0%
+34.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.7% | -0.3% |
| 7D | -0.8% | -0.4% | -0.4% | -0.6% |
| 30D | -1.1% | -6.8% | +5.7% | +1.9% |
| 3M | +3.9% | +7.5% | -3.6% | +0.2% |
| 6M | +13.6% | +9.9% | +3.8% | +7.8% |
| YTD | +12.7% | +16.0% | -3.2% | +3.6% |
| 1Y | +17.6% | +12.4% | +5.1% | +9.2% |
| 3Y | +77.2% | +60.2% | +17.0% | +36.6% |
| 5Y | +84.1% | +67.9% | +16.3% | +36.8% |
| All | +318.0% | +284.0% | +34.0% | +116.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling