-97.7%
EYPT vs SPY
+74.0%
-171.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.4% | -10.8% | -10.7% |
| 7D | -11.1% | +3.3% | -14.4% | -14.5% |
| 30D | -89.6% | -2.7% | -86.9% | -89.5% |
| 3M | -97.6% | -1.7% | -95.9% | -97.6% |
| 6M | -97.7% | +3.1% | -100.7% | -97.8% |
| YTD | -98.2% | +11.9% | -110.1% | -98.5% |
| 1Y | -97.3% | +12.0% | -109.3% | -97.7% |
| 3Y | -95.0% | +78.2% | -173.2% | -97.3% |
| 5Y | -97.7% | +73.2% | -171.0% | -98.7% |
| All | -97.7% | +74.0% | -171.8% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling