+10.5%
EINC vs SPY
+597.3%
-586.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.9% |
| 7D | +4.4% | +3.3% | +1.1% | +1.8% |
| 30D | -1.3% | -2.7% | +1.4% | +0.6% |
| 3M | -2.0% | -1.7% | -0.3% | -1.0% |
| 6M | -0.2% | +3.1% | -3.3% | -3.3% |
| YTD | +25.2% | +11.9% | +13.3% | +13.3% |
| 1Y | +27.7% | +12.0% | +15.7% | +15.3% |
| 3Y | +101.4% | +78.2% | +23.2% | +23.1% |
| 5Y | +149.7% | +73.2% | +76.4% | +54.1% |
| 10Y | +168.2% | +309.6% | -141.5% | -21.5% |
| All | +10.5% | +597.3% | -586.8% | -77.2% |
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