+20.9%
EGGS vs SPY
+31.1%
-10.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.0% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -4.1% | +0.1% | -4.2% | -4.2% |
| 3M | -7.6% | +2.0% | -9.6% | -9.2% |
| 6M | +12.7% | +13.0% | -0.3% | +0.8% |
| YTD | +7.8% | +13.5% | -5.8% | -4.0% |
| 1Y | +7.4% | +20.0% | -12.5% | -8.8% |
| All | +20.9% | +31.1% | -10.2% | -2.2% |
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