+43.0%
EE vs SPY
+82.5%
-39.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | -0.6% |
| 7D | +7.9% | +0.1% | +7.8% | +7.5% |
| 30D | +7.2% | -3.3% | +10.5% | +9.7% |
| 3M | +7.1% | -2.4% | +9.5% | +8.7% |
| 6M | +10.4% | +2.6% | +7.9% | +7.3% |
| YTD | +33.7% | +11.2% | +22.5% | +21.5% |
| 1Y | +36.4% | +13.4% | +23.1% | +22.0% |
| 3Y | +138.0% | +79.9% | +58.1% | +39.8% |
| All | +43.0% | +82.5% | -39.5% | -21.0% |
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