+366.1%
EAD vs SPY
+1,307.1%
-941.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +0.4% | +0.1% | +0.3% | +0.3% |
| 3M | +0.6% | +2.0% | -1.4% | -0.6% |
| 6M | -1.3% | +13.0% | -14.4% | -8.1% |
| YTD | +0.2% | +13.5% | -13.3% | -7.0% |
| 1Y | -1.6% | +20.0% | -21.5% | -11.6% |
| 3Y | +33.4% | +77.2% | -43.8% | -5.6% |
| 5Y | +11.9% | +81.9% | -70.0% | -23.0% |
| 10Y | +86.8% | +314.1% | -227.3% | -22.5% |
| All | +366.1% | +1,307.1% | -941.0% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling