-48.7%
EBS vs SPY
+689.1%
-737.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.8% | -2.8% |
| 7D | -3.5% | +0.5% | -4.1% | -4.1% |
| 30D | +24.0% | -0.9% | +24.9% | +25.2% |
| 3M | -25.0% | +3.9% | -28.9% | -28.3% |
| 6M | -27.6% | +14.5% | -42.1% | -37.4% |
| YTD | -51.5% | +12.9% | -64.4% | -57.3% |
| 1Y | -20.6% | +19.4% | -40.0% | -33.9% |
| 3Y | +31.3% | +78.5% | -47.2% | -22.1% |
| 5Y | -90.0% | +81.8% | -171.7% | -94.0% |
| 10Y | -78.5% | +311.5% | -390.0% | -93.4% |
| All | -48.7% | +689.1% | -737.8% | -89.9% |
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 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