-97.3%
EEIQ vs SPY
+107.6%
-204.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.4% | -8.5% | -8.5% |
| 7D | -10.0% | +2.6% | -12.6% | -12.1% |
| 30D | -24.1% | -2.0% | -22.1% | -23.0% |
| 3M | +41.5% | -2.8% | +44.3% | +44.9% |
| 6M | +14.0% | +2.1% | +11.8% | +11.3% |
| YTD | -0.7% | +11.5% | -12.2% | -10.8% |
| 1Y | -36.8% | +13.5% | -50.2% | -44.3% |
| 3Y | -74.7% | +77.7% | -152.4% | -88.1% |
| 5Y | -94.7% | +72.6% | -167.3% | -97.1% |
| All | -97.3% | +107.6% | -204.9% | -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