+46.3%
EE vs SPY
+82.9%
-36.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.2% |
| 7D | +3.5% | +2.6% | +0.9% | +1.5% |
| 30D | +14.9% | -2.0% | +16.9% | +16.3% |
| 3M | +7.3% | -2.8% | +10.0% | +9.2% |
| 6M | +5.7% | +2.1% | +3.5% | +3.0% |
| YTD | +36.7% | +11.5% | +25.2% | +24.0% |
| 1Y | +45.2% | +13.5% | +31.7% | +29.7% |
| 3Y | +119.8% | +77.7% | +42.1% | +30.5% |
| All | +46.3% | +82.9% | -36.6% | -19.4% |
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