+159.1%
EIM vs SPY
+1,172.3%
-1,013.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -0.5% | +0.5% | -1.1% | -0.7% |
| 30D | -2.4% | -0.9% | -1.4% | -2.1% |
| 3M | -0.8% | +3.9% | -4.7% | -1.9% |
| 6M | -2.6% | +14.5% | -17.1% | -6.1% |
| YTD | +1.1% | +12.9% | -11.8% | -2.2% |
| 1Y | -3.2% | +19.4% | -22.6% | -7.8% |
| 3Y | +19.1% | +78.5% | -59.3% | +1.3% |
| 5Y | -11.2% | +81.8% | -93.0% | -25.5% |
| 10Y | +11.6% | +311.5% | -299.9% | -27.2% |
| All | +159.1% | +1,172.3% | -1,013.2% | +20.2% |
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