-27.6%
EYE vs SPY
+20.8%
-48.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.3% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -27.3% | +0.1% | -27.4% | -27.4% |
| 3M | +8.0% | +2.0% | +6.0% | +5.6% |
| 6M | -42.4% | +13.0% | -55.4% | -52.6% |
| YTD | -35.2% | +13.5% | -48.7% | -47.2% |
| 1Y | -27.6% | +20.0% | -47.5% | -44.2% |
| All | -27.6% | +20.8% | -48.4% | -44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling