+91.1%
EAD vs SPY
+308.5%
-217.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | -0.6% | +3.3% | -3.9% | -2.4% |
| 30D | +0.7% | -2.7% | +3.4% | +2.1% |
| 3M | -4.1% | -1.7% | -2.4% | -3.3% |
| 6M | -4.6% | +3.1% | -7.7% | -6.4% |
| YTD | -4.1% | +11.9% | -16.0% | -10.1% |
| 1Y | -4.5% | +12.0% | -16.5% | -10.6% |
| 3Y | +31.7% | +78.2% | -46.4% | -6.4% |
| 5Y | +6.2% | +73.2% | -67.0% | -24.1% |
| All | +91.1% | +308.5% | -217.4% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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