+3,026.8%
EG vs SPY
+2,153.9%
+872.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +2.0% | +0.1% | +2.0% | +2.0% |
| 3M | +19.9% | +2.0% | +17.9% | +17.5% |
| 6M | +15.4% | +13.0% | +2.4% | +4.4% |
| YTD | +13.6% | +13.5% | +0.1% | +2.3% |
| 1Y | +11.7% | +20.0% | -8.3% | -3.7% |
| 3Y | +10.0% | +77.2% | -67.2% | -30.7% |
| 5Y | +62.5% | +81.9% | -19.4% | -1.3% |
| 10Y | +142.4% | +314.1% | -171.6% | -21.7% |
| All | +3,026.8% | +2,153.9% | +872.9% | +192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling