+18.8%
EIIA vs SPY
+35.5%
-16.7%
-1.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.4% |
| 7D | +0.2% | -0.8% | +1.0% | +0.2% |
| 30D | 0.0% | -1.1% | +1.1% | +0.1% |
| 3M | +1.6% | +3.9% | -2.3% | +1.5% |
| 6M | +4.2% | +13.6% | -9.4% | +4.0% |
| YTD | +5.8% | +12.7% | -6.9% | +5.5% |
| 1Y | +9.3% | +17.5% | -8.2% | +9.0% |
| All | +18.8% | +35.5% | -16.7% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling