+533.1%
EOI vs SPY
+932.7%
-399.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +0.7% | +0.1% | +0.6% | +0.6% |
| 3M | +2.7% | +2.0% | +0.7% | +0.9% |
| 6M | +2.7% | +13.0% | -10.3% | -7.8% |
| YTD | +2.7% | +13.5% | -10.8% | -8.3% |
| 1Y | +1.2% | +20.0% | -18.7% | -13.9% |
| 3Y | +53.1% | +77.2% | -24.1% | -8.3% |
| 5Y | +55.7% | +81.9% | -26.2% | -9.5% |
| 10Y | +227.7% | +314.1% | -86.3% | -7.5% |
| All | +533.1% | +932.7% | -399.6% | -11.0% |
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