+528.0%
SPYG vs EAT
+2,072.0%
-1,544.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +2.3% | -4.0% | +6.3% | +3.1% |
| 30D | -6.5% | -2.9% | -3.6% | -6.2% |
| 3M | -6.8% | -16.9% | +10.0% | -4.1% |
| 6M | -3.1% | +57.0% | -60.1% | -12.3% |
| YTD | +8.0% | +38.2% | -30.2% | -0.8% |
| 1Y | +10.2% | +69.3% | -59.1% | -2.9% |
| 3Y | +91.0% | +483.0% | -392.0% | +27.1% |
| 5Y | +67.7% | +364.1% | -296.4% | +12.3% |
| 10Y | +393.9% | +320.8% | +73.1% | +188.7% |
| All | +528.0% | +2,072.0% | -1,544.0% | +92.2% |
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