+185.6%
EIS vs SPY
+318.9%
-133.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.7% |
| 7D | -3.0% | -2.0% | -1.1% | -1.3% |
| 30D | +0.6% | -1.7% | +2.3% | +2.2% |
| 3M | +1.1% | +4.7% | -3.6% | -2.8% |
| 6M | +0.9% | +12.5% | -11.6% | -8.8% |
| YTD | +11.7% | +11.7% | 0.0% | +1.6% |
| 1Y | +27.6% | +17.5% | +10.1% | +11.1% |
| 3Y | +137.4% | +76.6% | +60.8% | +43.5% |
| 5Y | +81.8% | +82.0% | -0.2% | +6.8% |
| All | +185.6% | +318.9% | -133.2% | -19.5% |
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