-39.6%
EYE vs SPY
+241.9%
-281.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.3% |
| 7D | +1.9% | +0.5% | +1.3% | +1.1% |
| 30D | -24.6% | -0.9% | -23.7% | -23.8% |
| 3M | +5.3% | +3.9% | +1.4% | -0.3% |
| 6M | -39.1% | +14.5% | -53.6% | -49.2% |
| YTD | -34.2% | +12.9% | -47.1% | -44.1% |
| 1Y | -26.3% | +19.4% | -45.7% | -41.7% |
| 3Y | +0.8% | +78.5% | -77.6% | -53.4% |
| 5Y | -71.2% | +81.8% | -152.9% | -86.8% |
| All | -39.6% | +241.9% | -281.5% | -86.7% |
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