+1,540.6%
EAT vs SPXU
-100.0%
+1,640.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +56.5% |
| YTD | +38.2% | -25.9% | +64.1% | +25.9% |
| 1Y | +69.3% | -28.9% | +98.1% | +52.1% |
| 3Y | +483.0% | -80.5% | +563.4% | +242.5% |
| 5Y | +364.1% | -83.4% | +447.5% | +217.3% |
| 10Y | +320.8% | -99.5% | +420.3% | +24.1% |
| All | +1,540.6% | -100.0% | +1,640.6% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling