-99.6%
EEV vs SPY
+609.1%
-708.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -4.5% |
| 7D | -4.4% | +0.1% | -4.5% | -4.1% |
| 30D | -8.6% | +0.1% | -8.7% | -8.4% |
| 3M | -5.3% | +2.0% | -7.2% | +2.2% |
| 6M | -33.9% | +13.0% | -46.9% | -6.6% |
| YTD | -43.9% | +13.5% | -57.4% | -19.1% |
| 1Y | -54.3% | +20.0% | -74.2% | -24.3% |
| 3Y | -72.3% | +77.2% | -149.4% | +24.2% |
| 5Y | -61.3% | +81.9% | -143.2% | +107.4% |
| 10Y | -92.1% | +314.1% | -406.2% | +466.1% |
| All | -99.6% | +609.1% | -708.8% | +910.1% |
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