+5,256.9%
SPG vs EAT
+2,400.6%
+2,856.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -6.8% | +1.9% | -8.7% | -7.8% |
| 3M | +2.7% | +68.7% | -66.0% | -14.2% |
| 6M | +5.5% | +66.9% | -61.4% | -12.9% |
| YTD | +15.7% | +60.4% | -44.7% | -3.9% |
| 1Y | +20.9% | +44.0% | -23.1% | +2.7% |
| 3Y | +112.4% | +604.7% | -492.3% | -0.9% |
| 5Y | +101.4% | +347.0% | -245.7% | +2.2% |
| 10Y | +60.6% | +390.8% | -330.1% | -34.0% |
| All | +5,256.9% | +2,400.6% | +2,856.3% | +1,124.8% |
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