+15.9%
EIC vs SPY
+185.1%
-169.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +0.5% | +0.1% | +0.5% | +0.5% |
| 3M | -5.7% | +2.0% | -7.7% | -6.7% |
| 6M | +4.7% | +13.0% | -8.3% | -1.7% |
| YTD | -7.5% | +13.5% | -21.1% | -13.5% |
| 1Y | -20.8% | +20.0% | -40.8% | -28.0% |
| 3Y | +3.1% | +77.2% | -74.1% | -24.3% |
| 5Y | +8.1% | +81.9% | -73.8% | -23.1% |
| All | +15.9% | +185.1% | -169.2% | -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 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