+3,630.5%
EAT vs SPY
+3,091.8%
+538.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +1.9% | +0.1% | +1.8% | +1.7% |
| 3M | +68.7% | +2.0% | +66.7% | +64.5% |
| 6M | +66.9% | +13.0% | +53.9% | +47.0% |
| YTD | +60.4% | +13.5% | +46.9% | +40.6% |
| 1Y | +44.0% | +20.0% | +24.0% | +19.1% |
| 3Y | +604.7% | +77.2% | +527.5% | +296.5% |
| 5Y | +347.0% | +81.9% | +265.1% | +152.0% |
| 10Y | +390.8% | +314.1% | +76.7% | +44.5% |
| All | +3,630.5% | +3,091.8% | +538.7% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling