+51.1%
EBIZ vs SPY
+76.5%
-25.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.5% |
| 7D | -4.8% | -0.4% | -4.4% | -4.4% |
| 30D | -10.4% | -1.4% | -9.0% | -9.1% |
| 3M | +3.0% | +3.7% | -0.7% | -1.2% |
| 6M | -1.1% | +13.0% | -14.1% | -14.0% |
| YTD | -13.2% | +12.4% | -25.6% | -24.0% |
| 1Y | -18.7% | +18.5% | -37.2% | -32.8% |
| All | +51.1% | +76.5% | -25.5% | -24.6% |
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