+14.6%
EIC vs SPY
+180.5%
-165.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -0.7% | -2.0% | +1.3% | +0.3% |
| 30D | -0.4% | -1.7% | +1.2% | +0.4% |
| 3M | -3.7% | +4.7% | -8.4% | -6.0% |
| 6M | +5.3% | +12.5% | -7.2% | -1.0% |
| YTD | -8.5% | +11.7% | -20.3% | -13.7% |
| 1Y | -18.4% | +17.5% | -35.8% | -24.9% |
| 3Y | +3.2% | +76.6% | -73.4% | -24.1% |
| 5Y | +7.6% | +82.0% | -74.4% | -23.7% |
| All | +14.6% | +180.5% | -165.9% | -45.3% |
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