+84.9%
SPYG vs EAT
+308.2%
-223.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -1.8% | -6.2% | +4.4% | -0.7% |
| 30D | -1.9% | -3.0% | +1.1% | -1.7% |
| 3M | +5.2% | +45.6% | -40.5% | -2.5% |
| 6M | +15.6% | +53.5% | -38.0% | +5.2% |
| YTD | +12.4% | +49.6% | -37.2% | +2.5% |
| 1Y | +17.5% | +38.9% | -21.5% | +8.1% |
| 3Y | +98.1% | +589.7% | -491.6% | +23.2% |
| 5Y | +84.9% | +318.7% | -233.7% | +16.7% |
| All | +84.9% | +308.2% | -223.2% | +16.7% |
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