+379.9%
EAT vs SPXU
-83.3%
+463.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.9% |
| 7D | -4.0% | -7.6% | +3.6% | -7.0% |
| 30D | -2.9% | +5.3% | -8.2% | +0.1% |
| 3M | -16.9% | +9.6% | -26.5% | -12.7% |
| 6M | +57.0% | -4.5% | +61.5% | +56.4% |
| YTD | +38.2% | -25.9% | +64.1% | +25.6% |
| 1Y | +69.3% | -28.9% | +98.1% | +51.6% |
| 3Y | +483.0% | -80.5% | +563.4% | +233.2% |
| All | +379.9% | -83.3% | +463.1% | +211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling