-94.5%
EONR vs SPY
+77.0%
-171.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.1% | -2.8% |
| 7D | +7.0% | -0.8% | +7.8% | +6.7% |
| 30D | +23.2% | -1.1% | +24.3% | +22.7% |
| 3M | +4.2% | +3.9% | +0.3% | +6.6% |
| 6M | -33.3% | +13.6% | -46.9% | -28.3% |
| YTD | +54.7% | +12.7% | +42.0% | +66.1% |
| 1Y | +65.0% | +17.5% | +47.5% | +77.0% |
| 3Y | -94.5% | +76.9% | -171.4% | -92.0% |
| All | -94.5% | +77.0% | -171.5% | -92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling