+157.9%
EES vs SPY
+311.8%
-153.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.8% |
| 7D | -1.0% | -0.9% | -0.1% | -0.1% |
| 30D | +1.7% | -2.4% | +4.1% | +4.2% |
| 3M | -2.6% | -1.2% | -1.5% | -1.6% |
| 6M | +5.8% | +3.3% | +2.5% | +1.9% |
| YTD | +18.0% | +12.3% | +5.7% | +4.0% |
| 1Y | +21.2% | +12.4% | +8.8% | +6.6% |
| 3Y | +64.8% | +78.8% | -14.0% | -11.6% |
| 5Y | +33.4% | +75.2% | -41.8% | -27.0% |
| 10Y | +157.9% | +311.1% | -153.2% | -45.2% |
| All | +157.9% | +311.8% | -153.9% | -45.2% |
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 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