+191.9%
EYLD vs SPY
+299.9%
-108.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -2.6% | -2.7% | +0.1% | -1.0% |
| 30D | -8.7% | -5.4% | -3.3% | -5.6% |
| 3M | -4.8% | -4.1% | -0.7% | -2.3% |
| 6M | -3.8% | +0.7% | -4.5% | -3.9% |
| YTD | +17.8% | +8.7% | +9.2% | +12.7% |
| 1Y | +20.3% | +10.9% | +9.5% | +13.7% |
| 3Y | +73.5% | +75.0% | -1.5% | +25.5% |
| 5Y | +64.3% | +67.8% | -3.5% | +20.8% |
| 10Y | +185.0% | +312.9% | -127.8% | 0.0% |
| All | +191.9% | +299.9% | -108.0% | +3.2% |
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