+0.1%
EGGS vs SPY
+28.4%
-28.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +1.3% |
| 7D | -4.9% | +0.1% | -5.0% | -4.7% |
| 30D | -20.7% | -3.3% | -17.4% | -17.2% |
| 3M | -20.2% | -2.4% | -17.7% | -17.5% |
| 6M | -18.3% | +2.6% | -20.8% | -19.3% |
| YTD | -10.8% | +11.2% | -22.0% | -18.2% |
| 1Y | -15.2% | +13.4% | -28.6% | -23.6% |
| All | +0.1% | +28.4% | -28.4% | -16.7% |
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