+116.3%
EEA vs SPY
+322.5%
-206.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | 0.0% |
| 7D | -1.4% | -0.8% | -0.7% | -0.9% |
| 30D | -3.1% | -1.1% | -2.0% | -2.4% |
| 3M | +1.6% | +3.9% | -2.3% | -0.9% |
| 6M | +8.8% | +13.6% | -4.9% | +0.1% |
| YTD | +10.2% | +12.7% | -2.4% | +2.0% |
| 1Y | +7.3% | +17.5% | -10.2% | -3.5% |
| 3Y | +46.3% | +76.9% | -30.6% | -1.4% |
| 5Y | +30.4% | +83.6% | -53.2% | -15.2% |
| All | +116.3% | +322.5% | -206.2% | -17.4% |
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