+81.8%
SPY vs EAT
+326.5%
-244.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.8% | 0.0% |
| 7D | +0.5% | -4.9% | +5.5% | +1.3% |
| 30D | -0.9% | -1.2% | +0.3% | -1.0% |
| 3M | +3.9% | +52.2% | -48.4% | -3.3% |
| 6M | +14.5% | +65.0% | -50.5% | +4.5% |
| YTD | +12.9% | +55.0% | -42.1% | +3.8% |
| 1Y | +19.4% | +42.1% | -22.7% | +10.9% |
| 3Y | +78.5% | +614.7% | -536.3% | +18.6% |
| 5Y | +81.8% | +322.7% | -241.0% | +23.7% |
| All | +81.8% | +326.5% | -244.7% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling