+19.3%
SPG vs EAT
+39.0%
-19.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.2% |
| 7D | -1.7% | -6.8% | +5.1% | -1.2% |
| 30D | -6.3% | -5.4% | -0.9% | -5.9% |
| 3M | -2.4% | +42.8% | -45.2% | -5.0% |
| 6M | +9.6% | +56.5% | -46.9% | +6.1% |
| YTD | +14.2% | +50.0% | -35.8% | +10.6% |
| 1Y | +19.3% | +38.3% | -19.0% | +20.1% |
| All | +19.3% | +39.0% | -19.7% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling