+50.9%
EIRL vs SPY
+79.8%
-28.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.5% |
| 7D | -0.5% | -2.0% | +1.5% | +1.2% |
| 30D | +2.6% | -1.7% | +4.2% | +4.0% |
| 3M | +11.3% | +4.7% | +6.6% | +6.8% |
| 6M | +19.4% | +12.5% | +6.9% | +7.7% |
| YTD | +15.9% | +11.7% | +4.2% | +5.2% |
| 1Y | +28.5% | +17.5% | +11.0% | +11.6% |
| 3Y | +61.6% | +76.6% | -14.9% | -5.2% |
| 5Y | +50.9% | +82.0% | -31.1% | -15.3% |
| All | +50.9% | +79.8% | -28.9% | -15.3% |
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 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