-95.2%
EAF vs SPY
+220.8%
-316.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.4% |
| 7D | -7.8% | -0.4% | -7.4% | -7.4% |
| 30D | -21.4% | -1.4% | -20.0% | -19.7% |
| 3M | -24.1% | +3.7% | -27.8% | -28.1% |
| 6M | +12.0% | +13.0% | -1.0% | -5.5% |
| YTD | -60.2% | +12.4% | -72.6% | -66.9% |
| 1Y | -27.7% | +18.5% | -46.2% | -43.7% |
| 3Y | -82.1% | +77.6% | -159.7% | -91.7% |
| 5Y | -94.2% | +81.7% | -175.9% | -97.3% |
| All | -95.2% | +220.8% | -316.0% | -99.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling