+883.2%
ETO vs SPY
+932.5%
-49.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.3% |
| 7D | -0.3% | +0.5% | -0.8% | -0.8% |
| 30D | -0.3% | -0.9% | +0.6% | +0.6% |
| 3M | +5.7% | +3.9% | +1.9% | +1.8% |
| 6M | +13.5% | +14.5% | -1.0% | -0.6% |
| YTD | +8.6% | +12.9% | -4.3% | -3.6% |
| 1Y | +22.9% | +19.4% | +3.6% | +3.2% |
| 3Y | +75.9% | +78.5% | -2.6% | -1.7% |
| 5Y | +39.4% | +81.8% | -42.4% | -23.6% |
| 10Y | +217.2% | +311.5% | -94.3% | -23.1% |
| All | +883.2% | +932.5% | -49.3% | +3.4% |
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