+98.4%
SPYG vs EAT
+587.9%
-489.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | 0.0% |
| 7D | +0.3% | -6.8% | +7.1% | +1.2% |
| 30D | -1.7% | -5.4% | +3.7% | -1.2% |
| 3M | +3.6% | +42.8% | -39.1% | -1.6% |
| 6M | +16.6% | +56.5% | -39.9% | +8.8% |
| YTD | +13.4% | +50.0% | -36.6% | +6.1% |
| 1Y | +19.6% | +38.3% | -18.7% | +13.1% |
| All | +98.4% | +587.9% | -489.5% | +54.8% |
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 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