-12.5%
EIM vs SPY
+79.8%
-92.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -1.9% | -2.0% | +0.1% | -1.5% |
| 30D | -3.1% | -1.7% | -1.5% | -2.8% |
| 3M | -3.6% | +4.7% | -8.3% | -4.4% |
| 6M | -4.2% | +12.5% | -16.7% | -6.4% |
| YTD | -0.2% | +11.7% | -11.9% | -2.3% |
| 1Y | -3.3% | +17.5% | -20.7% | -6.2% |
| 3Y | +17.6% | +76.6% | -58.9% | +4.4% |
| 5Y | -12.5% | +82.0% | -94.6% | -23.9% |
| All | -12.5% | +79.8% | -92.3% | -23.9% |
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