-61.4%
EYPT vs SPY
+20.8%
-82.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | -62.6% | +0.1% | -62.7% | -62.2% |
| 3M | -62.6% | +2.0% | -64.6% | -62.8% |
| 6M | -74.6% | +13.0% | -87.6% | -77.6% |
| YTD | -74.9% | +13.5% | -88.5% | -78.0% |
| 1Y | -61.4% | +20.0% | -81.4% | -62.3% |
| All | -61.4% | +20.8% | -82.3% | -62.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling