-27.0%
EZET vs SPY
+41.1%
-68.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.4% | +1.5% |
| 7D | +3.3% | -0.8% | +4.1% | +5.0% |
| 30D | +35.3% | -1.1% | +36.4% | +38.2% |
| 3M | +51.0% | +3.9% | +47.2% | +39.3% |
| 6M | +22.2% | +13.6% | +8.6% | -5.8% |
| YTD | -14.6% | +12.7% | -27.2% | -32.1% |
| 1Y | -42.8% | +17.5% | -60.3% | -57.5% |
| All | -27.0% | +41.1% | -68.0% | -59.4% |
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