+474.8%
EAT vs SPY
+78.4%
+396.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.7% |
| 7D | -5.9% | -0.6% | -5.3% | -5.4% |
| 30D | +0.7% | -3.7% | +4.3% | +4.6% |
| 3M | -14.2% | -2.7% | -11.5% | -11.9% |
| 6M | +40.7% | +2.2% | +38.5% | +36.3% |
| YTD | +36.0% | +10.8% | +25.1% | +20.3% |
| 1Y | +83.1% | +11.2% | +71.8% | +61.1% |
| 3Y | +474.8% | +76.5% | +398.3% | +181.8% |
| All | +474.8% | +78.4% | +396.5% | +181.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling