+194.5%
EYLD vs SPY
+307.8%
-113.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.8% |
| 7D | -0.5% | -0.6% | +0.1% | -0.1% |
| 30D | -8.0% | -3.7% | -4.3% | -5.9% |
| 3M | -4.5% | -2.7% | -1.7% | -2.8% |
| 6M | -2.2% | +2.2% | -4.4% | -3.3% |
| YTD | +18.9% | +10.8% | +8.1% | +12.3% |
| 1Y | +19.8% | +11.2% | +8.6% | +13.0% |
| 3Y | +74.4% | +76.5% | -2.1% | +25.4% |
| 5Y | +64.9% | +72.9% | -8.0% | +19.1% |
| 10Y | +182.8% | +304.8% | -122.0% | +4.4% |
| All | +194.5% | +307.8% | -113.3% | +2.9% |
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 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