+849.6%
ETON vs SPY
+215.4%
+634.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +2.0% |
| 7D | -1.8% | +0.5% | -2.3% | -2.2% |
| 30D | +33.1% | -0.9% | +34.0% | +33.9% |
| 3M | +98.2% | +3.9% | +94.3% | +91.2% |
| 6M | +253.3% | +14.5% | +238.8% | +213.8% |
| YTD | +251.0% | +12.9% | +238.1% | +214.7% |
| 1Y | +233.8% | +19.4% | +214.4% | +185.1% |
| 3Y | +1,123.7% | +78.5% | +1,045.3% | +655.2% |
| 5Y | +1,091.8% | +81.8% | +1,010.0% | +621.0% |
| All | +849.6% | +215.4% | +634.2% | +311.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling