-62.7%
EYPT vs SPY
+76.5%
-139.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.4% | -4.3% |
| 7D | -9.4% | -0.4% | -9.0% | -9.0% |
| 30D | -66.8% | -1.4% | -65.4% | -65.8% |
| 3M | -63.1% | +3.7% | -66.8% | -64.4% |
| 6M | -72.3% | +13.0% | -85.3% | -75.9% |
| YTD | -76.2% | +12.4% | -88.6% | -79.2% |
| 1Y | -69.4% | +18.5% | -87.9% | -75.0% |
| All | -62.7% | +76.5% | -139.3% | -81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling