-31.8%
EOLS vs SPY
+224.8%
-256.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.9% |
| 7D | -15.7% | -0.8% | -14.9% | -14.9% |
| 30D | -3.4% | -1.1% | -2.4% | -2.2% |
| 3M | +20.4% | +3.9% | +16.6% | +14.8% |
| 6M | +45.5% | +13.6% | +31.8% | +25.0% |
| YTD | +17.9% | +12.7% | +5.2% | +2.4% |
| 1Y | +4.4% | +17.5% | -13.1% | -13.8% |
| 3Y | -17.9% | +76.9% | -94.8% | -58.1% |
| 5Y | -3.3% | +83.6% | -86.9% | -53.1% |
| All | -31.8% | +224.8% | -256.7% | -82.8% |
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