+319.7%
SPY vs EAT
+370.1%
-50.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | 0.0% |
| 7D | -0.4% | -6.8% | +6.4% | +0.7% |
| 30D | -1.4% | -5.4% | +4.0% | -0.8% |
| 3M | +3.7% | +42.8% | -39.0% | -2.2% |
| 6M | +13.0% | +56.5% | -43.5% | +4.5% |
| YTD | +12.4% | +50.0% | -37.6% | +4.3% |
| 1Y | +18.5% | +38.3% | -19.7% | +10.8% |
| 3Y | +77.6% | +591.6% | -514.0% | +25.6% |
| 5Y | +81.7% | +312.6% | -230.9% | +34.2% |
| 10Y | +319.7% | +381.4% | -61.8% | +177.4% |
| All | +319.7% | +370.1% | -50.4% | +177.4% |
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