+216.9%
EOS vs SPY
+312.9%
-95.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.5% |
| 7D | -2.6% | -2.7% | +0.1% | +0.1% |
| 30D | -7.7% | -5.4% | -2.3% | -2.5% |
| 3M | -7.8% | -4.1% | -3.7% | -3.9% |
| 6M | -9.2% | +0.7% | -9.9% | -9.7% |
| YTD | -9.6% | +8.7% | -18.3% | -16.5% |
| 1Y | -7.7% | +10.9% | -18.5% | -16.3% |
| 3Y | +44.3% | +75.0% | -30.7% | -15.7% |
| 5Y | +20.7% | +67.8% | -47.0% | -26.6% |
| All | +216.9% | +312.9% | -95.9% | -19.0% |
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 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