+564.9%
SPYG vs EAT
+2,421.3%
-1,856.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | -0.4% | +1.9% | -2.3% | -1.1% |
| 3M | +0.5% | +68.7% | -68.1% | -9.6% |
| 6M | +17.5% | +66.9% | -49.4% | +5.0% |
| YTD | +14.3% | +60.4% | -46.1% | +2.6% |
| 1Y | +21.7% | +44.0% | -22.3% | +10.8% |
| 3Y | +98.6% | +604.7% | -506.1% | +27.7% |
| 5Y | +85.1% | +347.0% | -261.9% | +25.0% |
| 10Y | +412.0% | +390.8% | +21.3% | +191.7% |
| All | +564.9% | +2,421.3% | -1,856.4% | +98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling