-88.9%
EYPT vs SPY
+318.9%
-407.8%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.3% |
| 7D | -7.0% | -2.0% | -5.0% | -4.6% |
| 30D | -67.4% | -1.7% | -65.8% | -66.4% |
| 3M | -65.5% | +4.7% | -70.3% | -67.2% |
| 6M | -72.5% | +12.5% | -85.0% | -75.9% |
| YTD | -76.7% | +11.7% | -88.5% | -79.6% |
| 1Y | -68.6% | +17.5% | -86.1% | -74.2% |
| 3Y | -57.6% | +76.6% | -134.2% | -78.6% |
| 5Y | -58.6% | +82.0% | -140.6% | -80.0% |
| All | -88.9% | +318.9% | -407.8% | -98.1% |
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