-57.6%
EGG vs SPY
+29.2%
-86.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.1% |
| 7D | +0.4% | -0.4% | +0.7% | +0.8% |
| 30D | -22.0% | -1.4% | -20.6% | -20.6% |
| 3M | -57.9% | +3.7% | -61.6% | -60.1% |
| 6M | -48.3% | +13.0% | -61.3% | -50.7% |
| YTD | -47.2% | +12.4% | -59.6% | -49.2% |
| 1Y | -49.7% | +18.5% | -68.3% | -59.9% |
| All | -57.6% | +29.2% | -86.8% | -83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling