-99.9%
EYPT vs SPY
+859.8%
-959.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.4% | -10.8% | -10.8% |
| 7D | -11.1% | +3.3% | -14.4% | -14.0% |
| 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% | -97.7% |
| YTD | -98.2% | +11.9% | -110.1% | -98.4% |
| 1Y | -97.3% | +12.0% | -109.3% | -97.6% |
| 3Y | -95.0% | +78.2% | -173.2% | -97.1% |
| 5Y | -97.7% | +73.2% | -171.0% | -98.6% |
| 10Y | -98.3% | +309.6% | -408.0% | -99.5% |
| All | -99.9% | +859.8% | -959.8% | -100.0% |
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