-38.6%
EYE vs SPY
+241.2%
-279.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | -0.2% |
| 7D | +3.3% | -0.8% | +4.1% | +4.3% |
| 30D | -11.4% | -1.1% | -10.3% | -10.2% |
| 3M | -5.3% | +3.9% | -9.1% | -10.1% |
| 6M | -35.2% | +13.6% | -48.8% | -45.4% |
| YTD | -33.0% | +12.7% | -45.7% | -43.0% |
| 1Y | -25.7% | +17.5% | -43.2% | -40.0% |
| 3Y | +2.5% | +76.9% | -74.4% | -52.1% |
| 5Y | -70.5% | +83.6% | -154.1% | -86.7% |
| All | -38.6% | +241.2% | -279.8% | -86.5% |
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