-89.1%
EBS vs SPY
+82.3%
-171.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.3% | +4.7% |
| 7D | +0.3% | -0.8% | +1.1% | +1.7% |
| 30D | +36.9% | -1.1% | +38.0% | +39.4% |
| 3M | -25.7% | +3.9% | -29.6% | -31.0% |
| 6M | -23.8% | +13.6% | -37.4% | -39.5% |
| YTD | -49.6% | +12.7% | -62.3% | -59.3% |
| 1Y | -24.3% | +17.5% | -41.8% | -43.1% |
| 3Y | +47.6% | +76.9% | -29.3% | -38.8% |
| All | -89.1% | +82.3% | -171.4% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling