-23.3%
EAF vs SPY
+11.8%
-35.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -0.8% |
| 7D | +17.7% | +3.3% | +14.5% | +10.7% |
| 30D | +35.0% | -2.7% | +37.6% | +43.6% |
| 3M | +44.1% | -1.7% | +45.8% | +51.3% |
| 6M | +20.7% | +3.1% | +17.6% | +18.1% |
| YTD | -28.6% | +11.9% | -40.5% | -40.1% |
| 1Y | -23.3% | +12.0% | -35.3% | -35.3% |
| All | -23.3% | +11.8% | -35.1% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling