-95.1%
EAF vs SPY
+222.3%
-317.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +2.4% |
| 7D | -11.4% | +0.5% | -11.9% | -12.3% |
| 30D | -22.5% | -0.9% | -21.6% | -21.4% |
| 3M | -28.8% | +3.9% | -32.7% | -32.8% |
| 6M | +8.1% | +14.5% | -6.5% | -10.7% |
| YTD | -59.4% | +12.9% | -72.3% | -66.4% |
| 1Y | -29.1% | +19.4% | -48.4% | -45.4% |
| 3Y | -81.7% | +78.5% | -160.1% | -91.6% |
| 5Y | -93.9% | +81.8% | -175.7% | -97.2% |
| All | -95.1% | +222.3% | -317.4% | -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 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