+813.3%
ETON vs SPY
+214.7%
+598.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -2.1% |
| 7D | -2.3% | -0.8% | -1.6% | -1.8% |
| 30D | +37.3% | -1.1% | +38.3% | +38.3% |
| 3M | +77.8% | +3.9% | +73.9% | +71.6% |
| 6M | +215.5% | +13.6% | +201.9% | +182.2% |
| YTD | +237.6% | +12.7% | +224.9% | +203.2% |
| 1Y | +224.9% | +17.5% | +207.4% | +181.1% |
| 3Y | +999.8% | +76.9% | +922.9% | +583.2% |
| 5Y | +1,039.3% | +83.6% | +955.7% | +583.2% |
| All | +813.3% | +214.7% | +598.6% | +296.8% |
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 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