+79.9%
SPY vs EAT
+498.6%
-418.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.8% | +2.5% |
| 7D | +0.1% | -3.9% | +4.0% | +0.5% |
| 30D | -3.3% | +5.0% | -8.3% | -3.9% |
| 3M | -2.4% | -9.6% | +7.2% | -1.7% |
| 6M | +2.6% | +46.8% | -44.2% | -2.8% |
| YTD | +11.2% | +41.8% | -30.6% | +5.2% |
| 1Y | +13.4% | +98.3% | -84.9% | +2.2% |
| 3Y | +79.9% | +503.1% | -423.2% | +43.9% |
| All | +79.9% | +498.6% | -418.7% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling