+811.4%
SPYM vs EMR
+713.1%
+98.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | +2.8% | -0.3% | +1.3% |
| 30D | -2.0% | +3.7% | -5.7% | -3.5% |
| 3M | -2.8% | +2.0% | -4.8% | -3.8% |
| 6M | +2.2% | +22.1% | -20.0% | -6.9% |
| YTD | +11.5% | +27.2% | -15.7% | -1.3% |
| 1Y | +13.5% | +32.0% | -18.5% | -1.3% |
| 3Y | +78.0% | +103.3% | -25.2% | +25.3% |
| 5Y | +73.1% | +88.2% | -15.1% | +24.6% |
| 10Y | +310.9% | +280.4% | +30.4% | +106.4% |
| All | +811.4% | +713.1% | +98.3% | +233.2% |
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