-57.9%
EGG vs SPY
+28.4%
-86.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | +0.1% |
| 7D | -2.5% | -2.0% | -0.5% | +0.1% |
| 30D | -18.2% | -1.7% | -16.5% | -16.5% |
| 3M | -59.6% | +4.7% | -64.3% | -62.3% |
| 6M | -45.1% | +12.5% | -57.6% | -47.4% |
| YTD | -47.6% | +11.7% | -59.3% | -49.1% |
| 1Y | -51.2% | +17.5% | -68.7% | -60.3% |
| All | -57.9% | +28.4% | -86.3% | -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 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