+228.1%
EYLD vs SPY
+317.8%
-89.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.4% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +7.6% | +0.1% | +7.5% | +7.6% |
| 3M | +6.6% | +2.0% | +4.6% | +5.4% |
| 6M | +18.9% | +13.0% | +5.9% | +11.0% |
| YTD | +32.5% | +13.5% | +18.9% | +23.3% |
| 1Y | +42.3% | +20.0% | +22.3% | +28.4% |
| 3Y | +98.1% | +77.2% | +20.9% | +42.0% |
| 5Y | +74.1% | +81.9% | -7.8% | +21.9% |
| 10Y | +217.6% | +314.1% | -96.4% | +18.5% |
| All | +228.1% | +317.8% | -89.7% | +12.9% |
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