-19.1%
EOLS vs SPY
+227.3%
-246.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +3.2% |
| 7D | +4.7% | +0.1% | +4.6% | +4.5% |
| 30D | +50.5% | +0.1% | +50.4% | +50.2% |
| 3M | +40.9% | +2.0% | +38.9% | +36.8% |
| 6M | +66.4% | +13.0% | +53.4% | +43.6% |
| YTD | +39.8% | +13.5% | +26.3% | +20.3% |
| 1Y | +23.8% | +20.0% | +3.9% | -0.3% |
| 3Y | -6.2% | +77.2% | -83.3% | -52.2% |
| 5Y | -3.3% | +81.9% | -85.2% | -52.5% |
| All | -19.1% | +227.3% | -246.5% | -79.8% |
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 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