+98.6%
EOT vs SPY
+1,034.9%
-936.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.9% |
| 7D | -1.4% | -0.4% | -1.1% | -1.4% |
| 30D | -3.8% | -1.4% | -2.4% | -3.6% |
| 3M | -0.9% | +3.7% | -4.6% | -1.4% |
| 6M | -4.3% | +13.0% | -17.3% | -6.0% |
| YTD | +2.0% | +12.4% | -10.4% | +0.2% |
| 1Y | +5.8% | +18.5% | -12.8% | +3.2% |
| 3Y | +17.6% | +77.6% | -60.0% | +8.3% |
| 5Y | -5.9% | +81.7% | -87.6% | -14.1% |
| 10Y | +17.4% | +319.7% | -302.3% | -2.1% |
| All | +98.6% | +1,034.9% | -936.4% | +62.9% |
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 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