+51.0%
EE vs SPY
+84.4%
-33.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.4% |
| 7D | -2.2% | -0.4% | -1.9% | -2.0% |
| 30D | +11.0% | -1.4% | +12.4% | +12.2% |
| 3M | +22.7% | +3.7% | +19.0% | +18.8% |
| 6M | +6.6% | +13.0% | -6.4% | -4.0% |
| YTD | +41.1% | +12.4% | +28.7% | +27.7% |
| 1Y | +72.5% | +18.5% | +54.0% | +49.0% |
| 3Y | +126.0% | +77.6% | +48.4% | +35.0% |
| All | +51.0% | +84.4% | -33.4% | -16.9% |
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 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