+214.9%
EYLD vs SPY
+312.5%
-97.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | +6.1% | -1.4% | +7.5% | +7.0% |
| 3M | +10.5% | +3.7% | +6.8% | +8.2% |
| 6M | +20.2% | +13.0% | +7.2% | +12.3% |
| YTD | +32.0% | +12.4% | +19.6% | +23.8% |
| 1Y | +40.4% | +18.5% | +21.9% | +27.7% |
| 3Y | +97.1% | +77.6% | +19.5% | +41.8% |
| 5Y | +75.9% | +81.7% | -5.8% | +23.9% |
| 10Y | +214.9% | +319.7% | -104.7% | +25.9% |
| All | +214.9% | +312.5% | -97.6% | +25.9% |
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