-83.7%
EEIQ vs SPY
+76.5%
-160.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.1% | +6.7% |
| 7D | +19.8% | -0.4% | +20.2% | +19.9% |
| 30D | +32.9% | -1.4% | +34.2% | +33.0% |
| 3M | -5.3% | +3.7% | -9.0% | -5.7% |
| 6M | +20.3% | +13.0% | +7.3% | +20.3% |
| YTD | -6.8% | +12.4% | -19.2% | -5.8% |
| 1Y | -59.3% | +18.5% | -77.8% | -59.7% |
| All | -83.7% | +76.5% | -160.2% | -84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling