+39.9%
EGGY vs SPY
+29.0%
+10.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.2% |
| 7D | +5.3% | -2.0% | +7.3% | +8.0% |
| 30D | +4.4% | -1.7% | +6.0% | +6.6% |
| 3M | -2.6% | +4.7% | -7.3% | -7.1% |
| 6M | +25.9% | +12.5% | +13.4% | +11.6% |
| YTD | +21.6% | +11.7% | +9.9% | +8.7% |
| 1Y | +15.2% | +17.5% | -2.2% | -1.5% |
| All | +39.9% | +29.0% | +10.9% | +11.6% |
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