+541.6%
EEA vs SPY
+3,034.0%
-2,492.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +2.5% | +2.6% | -0.1% | +0.3% |
| 30D | +3.9% | -2.0% | +5.8% | +5.5% |
| 3M | -6.7% | -2.8% | -3.9% | -4.5% |
| 6M | +2.6% | +2.1% | +0.5% | +0.6% |
| YTD | +6.2% | +11.5% | -5.3% | -3.3% |
| 1Y | +2.2% | +13.5% | -11.2% | -8.4% |
| 3Y | +45.2% | +77.7% | -32.5% | -13.5% |
| 5Y | +28.4% | +72.6% | -44.2% | -22.8% |
| 10Y | +120.5% | +308.2% | -187.6% | -41.5% |
| All | +541.6% | +3,034.0% | -2,492.3% | -63.4% |
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 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