-14.0%
EGGS vs SPY
+11.8%
-25.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.6% |
| 7D | +8.0% | +3.3% | +4.7% | +2.8% |
| 30D | -15.8% | -2.7% | -13.1% | -11.7% |
| 3M | -20.9% | -1.7% | -19.1% | -18.1% |
| 6M | -18.8% | +3.1% | -21.9% | -20.7% |
| YTD | -9.0% | +11.9% | -20.9% | -16.8% |
| 1Y | -14.0% | +12.0% | -26.0% | -21.5% |
| All | -14.0% | +11.8% | -25.8% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling