+67.8%
SPG vs EAT
+385.7%
-318.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.5% | +2.4% |
| 7D | 0.0% | -4.9% | +4.9% | +1.8% |
| 30D | -4.9% | -1.2% | -3.7% | -5.1% |
| 3M | +3.3% | +52.2% | -48.9% | -12.8% |
| 6M | +11.2% | +65.0% | -53.8% | -10.7% |
| YTD | +17.1% | +55.0% | -38.0% | -4.5% |
| 1Y | +21.6% | +42.1% | -20.5% | +1.1% |
| 3Y | +111.9% | +614.7% | -502.8% | -17.5% |
| 5Y | +106.9% | +322.7% | -215.8% | -8.0% |
| All | +67.8% | +385.7% | -318.0% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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