+110.8%
EAT vs SPY
+14.6%
+96.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.0% |
| 7D | -0.1% | -0.7% | +0.6% | +0.4% |
| 30D | +13.5% | -1.0% | +14.6% | +14.4% |
| 3M | +1.0% | -0.3% | +1.3% | +1.2% |
| 6M | +57.3% | +7.3% | +49.9% | +44.8% |
| YTD | +53.6% | +13.3% | +40.3% | +32.4% |
| 1Y | +110.8% | +14.8% | +96.0% | +79.8% |
| All | +110.8% | +14.6% | +96.2% | +79.8% |
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