+428.9%
EES vs SPY
+655.6%
-226.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -1.1% | +0.1% | -1.1% | -1.1% |
| 3M | +6.3% | +2.0% | +4.3% | +3.9% |
| 6M | +14.3% | +13.0% | +1.3% | +0.4% |
| YTD | +20.9% | +13.5% | +7.3% | +5.7% |
| 1Y | +23.4% | +20.0% | +3.5% | +1.9% |
| 3Y | +54.1% | +77.2% | -23.1% | -15.2% |
| 5Y | +49.2% | +81.9% | -32.7% | -20.4% |
| 10Y | +178.3% | +314.1% | -135.8% | -35.4% |
| All | +428.9% | +655.6% | -226.7% | -30.0% |
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