-32.4%
EEV vs SPY
+14.6%
-47.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | +3.2% |
| 7D | +6.0% | -0.7% | +6.7% | +3.8% |
| 30D | +24.0% | -1.0% | +25.0% | +20.6% |
| 3M | +12.5% | -0.3% | +12.9% | +12.8% |
| 6M | -1.2% | +7.3% | -8.5% | +28.2% |
| YTD | -30.7% | +13.3% | -44.0% | +9.0% |
| 1Y | -32.4% | +14.8% | -47.1% | +9.2% |
| All | -32.4% | +14.6% | -47.0% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling