+173.6%
EINC vs SPY
+307.0%
-133.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +5.3% | +2.6% | +2.7% | +3.4% |
| 30D | 0.0% | -2.0% | +1.9% | +1.2% |
| 3M | -1.8% | -2.8% | +1.0% | 0.0% |
| 6M | -0.4% | +2.1% | -2.6% | -2.7% |
| YTD | +25.5% | +11.5% | +14.0% | +14.2% |
| 1Y | +29.0% | +13.5% | +15.6% | +15.7% |
| 3Y | +100.6% | +77.7% | +22.9% | +24.3% |
| 5Y | +150.2% | +72.6% | +77.6% | +56.9% |
| All | +173.6% | +307.0% | -133.4% | -13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling