-97.7%
EEIQ vs SPY
+111.4%
-209.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.7% |
| 7D | +10.3% | +0.1% | +10.2% | +10.1% |
| 30D | +23.5% | +0.1% | +23.4% | +23.2% |
| 3M | -17.8% | +2.0% | -19.8% | -19.3% |
| 6M | +30.4% | +13.0% | +17.4% | +15.2% |
| YTD | -15.2% | +13.5% | -28.7% | -24.9% |
| 1Y | -65.4% | +20.0% | -85.4% | -71.1% |
| 3Y | -82.5% | +77.2% | -159.7% | -91.6% |
| 5Y | -95.1% | +81.9% | -177.0% | -97.9% |
| All | -97.7% | +111.4% | -209.1% | -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 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