+202.3%
EYLD vs SPY
+308.5%
-106.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +2.1% | +3.3% | -1.1% | +0.2% |
| 30D | -7.8% | -2.7% | -5.1% | -6.3% |
| 3M | -4.7% | -1.7% | -3.0% | -3.7% |
| 6M | +0.2% | +3.1% | -2.9% | -1.3% |
| YTD | +19.5% | +11.9% | +7.6% | +12.4% |
| 1Y | +19.5% | +12.0% | +7.5% | +12.3% |
| 3Y | +75.2% | +78.2% | -3.0% | +26.2% |
| 5Y | +64.3% | +73.2% | -9.0% | +19.2% |
| All | +202.3% | +308.5% | -106.2% | +28.0% |
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