+381.4%
EAT vs SPY
+312.5%
+68.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -2.6% |
| 7D | -6.8% | -0.4% | -6.4% | -6.3% |
| 30D | -5.4% | -1.4% | -4.0% | -3.6% |
| 3M | +42.8% | +3.7% | +39.0% | +34.7% |
| 6M | +56.5% | +13.0% | +43.5% | +30.6% |
| YTD | +50.0% | +12.4% | +37.6% | +26.1% |
| 1Y | +38.3% | +18.5% | +19.7% | +7.2% |
| 3Y | +591.6% | +77.6% | +514.0% | +193.9% |
| 5Y | +312.6% | +81.7% | +230.9% | +72.4% |
| 10Y | +381.4% | +319.7% | +61.8% | -10.9% |
| All | +381.4% | +312.5% | +68.9% | -10.9% |
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