+54.3%
EGGQ vs SPY
+31.9%
+22.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +1.0% |
| 7D | +9.6% | -0.4% | +9.9% | +10.1% |
| 30D | +9.5% | -1.4% | +10.9% | +11.8% |
| 3M | -1.5% | +3.7% | -5.2% | -6.0% |
| 6M | +32.4% | +13.0% | +19.4% | +12.9% |
| YTD | +24.2% | +12.4% | +11.8% | +6.9% |
| 1Y | +25.6% | +18.5% | +7.1% | +1.6% |
| All | +54.3% | +31.9% | +22.4% | +12.3% |
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