-97.2%
EEIQ vs SPY
+109.8%
-207.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.9% | +9.7% | +9.7% |
| 7D | +20.7% | -0.8% | +21.4% | +21.6% |
| 30D | +45.4% | -1.1% | +46.4% | +46.7% |
| 3M | +3.4% | +3.9% | -0.4% | -0.2% |
| 6M | +26.1% | +13.6% | +12.5% | +10.3% |
| YTD | +2.4% | +12.7% | -10.3% | -8.7% |
| 1Y | -57.6% | +17.5% | -75.1% | -63.7% |
| 3Y | -82.0% | +76.9% | -158.9% | -91.4% |
| 5Y | -96.4% | +83.6% | -180.0% | -98.6% |
| All | -97.2% | +109.8% | -207.0% | -100.0% |
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 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