+177.7%
EES vs SPY
+312.5%
-134.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.4% |
| 7D | -1.3% | -0.4% | -0.9% | -0.9% |
| 30D | -2.2% | -1.4% | -0.8% | -0.8% |
| 3M | +4.0% | +3.7% | +0.3% | -0.1% |
| 6M | +15.7% | +13.0% | +2.7% | +1.4% |
| YTD | +18.4% | +12.4% | +6.0% | +4.4% |
| 1Y | +21.8% | +18.5% | +3.3% | +1.5% |
| 3Y | +58.0% | +77.6% | -19.7% | -14.6% |
| 5Y | +48.9% | +81.7% | -32.8% | -21.7% |
| 10Y | +177.7% | +319.7% | -142.0% | -42.6% |
| All | +177.7% | +312.5% | -134.9% | -42.6% |
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