+14.4%
EOT vs SPY
+322.5%
-308.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -3.6% | -0.8% | -2.9% | -3.5% |
| 30D | -7.1% | -1.1% | -6.0% | -6.9% |
| 3M | -4.8% | +3.9% | -8.7% | -5.6% |
| 6M | -6.2% | +13.6% | -19.8% | -8.6% |
| YTD | -1.0% | +12.7% | -13.6% | -3.4% |
| 1Y | +1.7% | +17.5% | -15.8% | -1.7% |
| 3Y | +14.0% | +76.9% | -62.9% | +0.9% |
| 5Y | -8.8% | +83.6% | -92.4% | -20.5% |
| All | +14.4% | +322.5% | -308.1% | -16.9% |
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