+5,961.7%
SPG vs EAT
+2,019.7%
+3,942.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.9% |
| 7D | +5.6% | -5.9% | +11.5% | +7.5% |
| 30D | +17.6% | +0.7% | +16.9% | +16.6% |
| 3M | +7.5% | -14.2% | +21.7% | +11.3% |
| 6M | +18.5% | +40.7% | -22.2% | +3.6% |
| YTD | +30.9% | +36.0% | -5.0% | +13.6% |
| 1Y | +34.1% | +83.1% | -48.9% | +4.7% |
| 3Y | +135.5% | +474.8% | -339.3% | +16.7% |
| 5Y | +86.5% | +347.6% | -261.1% | -6.1% |
| 10Y | +116.1% | +321.5% | -205.4% | -7.6% |
| All | +5,961.7% | +2,019.7% | +3,942.0% | +1,346.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling