+90.3%
EIPX vs SPY
+116.2%
-25.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.6% |
| 7D | -0.3% | -0.8% | +0.5% | +0.1% |
| 30D | +1.8% | -1.1% | +2.9% | +2.3% |
| 3M | +6.2% | +3.9% | +2.4% | +4.0% |
| 6M | +8.3% | +13.6% | -5.3% | +0.6% |
| YTD | +28.7% | +12.7% | +16.1% | +20.0% |
| 1Y | +31.9% | +17.5% | +14.4% | +19.7% |
| 3Y | +73.6% | +76.9% | -3.3% | +20.1% |
| All | +90.3% | +116.2% | -25.9% | +13.3% |
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