+577.1%
EEA vs SPY
+3,074.3%
-2,497.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | +0.7% | +0.5% | +0.2% | +0.2% |
| 30D | -1.2% | -0.9% | -0.3% | -0.5% |
| 3M | +4.7% | +3.9% | +0.8% | +1.3% |
| 6M | +11.6% | +14.5% | -2.9% | -0.5% |
| YTD | +12.1% | +12.9% | -0.9% | +1.0% |
| 1Y | +9.8% | +19.4% | -9.6% | -5.8% |
| 3Y | +50.4% | +78.5% | -28.1% | -10.7% |
| 5Y | +32.8% | +81.8% | -49.0% | -23.7% |
| 10Y | +115.0% | +311.5% | -196.5% | -43.3% |
| All | +577.1% | +3,074.3% | -2,497.2% | -61.7% |
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