-16.6%
EIDO vs SPY
+803.2%
-819.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | +1.0% | -0.4% | +1.4% | +1.3% |
| 30D | +3.0% | -1.4% | +4.4% | +4.3% |
| 3M | +15.3% | +3.7% | +11.6% | +11.3% |
| 6M | -18.4% | +13.0% | -31.4% | -27.2% |
| YTD | -28.5% | +12.4% | -40.9% | -35.9% |
| 1Y | -20.8% | +18.5% | -39.4% | -32.6% |
| 3Y | -35.4% | +77.6% | -113.0% | -63.4% |
| 5Y | -27.7% | +81.7% | -109.3% | -61.4% |
| 10Y | -32.7% | +319.7% | -352.3% | -86.1% |
| All | -16.6% | +803.2% | -819.8% | -92.5% |
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