-30.1%
EIDO vs SPY
+82.3%
-112.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.2% |
| 7D | -2.4% | -0.8% | -1.6% | -2.0% |
| 30D | +0.5% | -1.1% | +1.5% | +1.0% |
| 3M | +7.2% | +3.9% | +3.3% | +5.1% |
| 6M | -19.7% | +13.6% | -33.3% | -24.6% |
| YTD | -30.5% | +12.7% | -43.2% | -34.6% |
| 1Y | -25.6% | +17.5% | -43.2% | -31.5% |
| 3Y | -37.9% | +76.9% | -114.8% | -53.2% |
| All | -30.1% | +82.3% | -112.3% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling