+72.0%
EG vs SPY
+72.2%
-0.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.5% |
| 7D | +2.9% | -0.6% | +3.4% | +3.1% |
| 30D | +14.6% | -3.7% | +18.3% | +16.6% |
| 3M | +14.8% | -2.7% | +17.5% | +16.1% |
| 6M | +21.5% | +2.2% | +19.3% | +19.4% |
| YTD | +26.7% | +10.8% | +15.8% | +18.9% |
| 1Y | +30.8% | +11.2% | +19.6% | +22.4% |
| 3Y | +15.8% | +76.5% | -60.7% | -17.6% |
| 5Y | +72.0% | +72.9% | -1.0% | +21.9% |
| All | +72.0% | +72.2% | -0.2% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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