+78.0%
SPYM vs EAT
+476.7%
-398.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +2.6% | -4.0% | +6.5% | +3.0% |
| 30D | -2.0% | -2.9% | +0.9% | -1.8% |
| 3M | -2.8% | -16.9% | +14.1% | -1.1% |
| 6M | +2.2% | +57.0% | -54.8% | -3.9% |
| YTD | +11.5% | +38.2% | -26.7% | +6.0% |
| 1Y | +13.5% | +69.3% | -55.8% | +4.8% |
| 3Y | +78.0% | +483.0% | -404.9% | +43.2% |
| All | +78.0% | +476.7% | -398.7% | +43.2% |
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 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