-56.2%
EGG vs SPY
+29.5%
-85.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +2.9% |
| 7D | +4.6% | -0.8% | +5.3% | +5.6% |
| 30D | -10.9% | -1.1% | -9.8% | -9.7% |
| 3M | -58.7% | +3.9% | -62.5% | -60.9% |
| 6M | -47.0% | +13.6% | -60.6% | -50.0% |
| YTD | -45.5% | +12.7% | -58.2% | -47.7% |
| 1Y | -52.3% | +17.5% | -69.8% | -60.2% |
| All | -56.2% | +29.5% | -85.7% | -83.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling