+84.7%
EIS vs SPY
+81.0%
+3.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | +0.6% | -0.4% | +1.0% | +0.9% |
| 30D | +2.7% | -1.4% | +4.1% | +4.1% |
| 3M | +0.9% | +3.7% | -2.8% | -2.2% |
| 6M | +1.4% | +13.0% | -11.6% | -8.8% |
| YTD | +14.2% | +12.4% | +1.8% | +3.1% |
| 1Y | +29.9% | +18.5% | +11.4% | +12.0% |
| 3Y | +142.8% | +77.6% | +65.2% | +44.4% |
| 5Y | +84.7% | +81.7% | +3.0% | +8.2% |
| All | +84.7% | +81.0% | +3.7% | +8.2% |
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 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