+11.2%
SPYG vs EAT
+109.8%
-98.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.3% | -5.0% | +0.9% |
| 7D | -2.8% | -0.1% | -2.6% | -2.8% |
| 30D | -6.2% | +13.5% | -19.7% | -6.9% |
| 3M | -3.6% | +1.0% | -4.6% | -3.9% |
| 6M | +4.8% | +57.3% | -52.5% | +0.7% |
| YTD | +11.0% | +53.6% | -42.6% | +6.9% |
| 1Y | +11.2% | +110.8% | -99.6% | +4.9% |
| All | +11.2% | +109.8% | -98.6% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling