+257.8%
EIS vs SPY
+709.1%
-451.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.6% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +5.0% | +0.1% | +5.0% | +5.0% |
| 3M | -1.8% | +2.0% | -3.8% | -3.3% |
| 6M | +1.0% | +13.0% | -12.0% | -9.0% |
| YTD | +15.5% | +13.5% | +1.9% | +3.6% |
| 1Y | +35.6% | +20.0% | +15.6% | +16.0% |
| 3Y | +139.3% | +77.2% | +62.1% | +44.8% |
| 5Y | +87.3% | +81.9% | +5.4% | +10.6% |
| 10Y | +193.3% | +314.1% | -120.8% | -16.1% |
| All | +257.8% | +709.1% | -451.3% | -45.9% |
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