+811.4%
SPYM vs EAT
+1,043.7%
-232.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +2.6% | -4.0% | +6.5% | +3.2% |
| 30D | -2.0% | -2.9% | +0.9% | -1.8% |
| 3M | -2.8% | -16.9% | +14.1% | -0.3% |
| 6M | +2.2% | +57.0% | -54.8% | -6.2% |
| YTD | +11.5% | +38.2% | -26.7% | +3.7% |
| 1Y | +13.5% | +69.3% | -55.8% | +1.7% |
| 3Y | +78.0% | +483.0% | -404.9% | +25.1% |
| 5Y | +73.1% | +364.1% | -291.0% | +22.0% |
| 10Y | +310.9% | +320.8% | -9.9% | +159.7% |
| All | +811.4% | +1,043.7% | -232.3% | +322.6% |
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