+44.2%
EE vs SPY
+81.8%
-37.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.1% |
| 7D | +6.9% | -0.6% | +7.4% | +7.0% |
| 30D | +8.0% | -3.7% | +11.7% | +10.9% |
| 3M | +6.0% | -2.7% | +8.7% | +7.8% |
| 6M | +11.3% | +2.2% | +9.1% | +8.4% |
| YTD | +34.8% | +10.8% | +23.9% | +22.8% |
| 1Y | +36.0% | +11.2% | +24.7% | +23.5% |
| 3Y | +124.2% | +76.5% | +47.7% | +33.9% |
| All | +44.2% | +81.8% | -37.7% | -20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling