+53.7%
EE vs SPY
+86.3%
-32.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | +4.2% | +0.1% | +4.2% | +4.1% |
| 3M | +23.9% | +2.0% | +21.9% | +21.6% |
| 6M | +4.7% | +13.0% | -8.3% | -5.6% |
| YTD | +43.7% | +13.5% | +30.1% | +29.0% |
| 1Y | +70.3% | +20.0% | +50.3% | +45.6% |
| 3Y | +114.6% | +77.2% | +37.4% | +28.6% |
| All | +53.7% | +86.3% | -32.6% | -16.1% |
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