+45.7%
EGGY vs SPY
+29.8%
+15.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.7% |
| 7D | +9.9% | -0.4% | +10.3% | +10.3% |
| 30D | +9.6% | -1.4% | +11.0% | +11.6% |
| 3M | -1.0% | +3.7% | -4.7% | -4.7% |
| 6M | +30.1% | +13.0% | +17.1% | +14.6% |
| YTD | +26.7% | +12.4% | +14.3% | +12.4% |
| 1Y | +24.3% | +18.5% | +5.8% | +5.1% |
| All | +45.7% | +29.8% | +15.9% | +15.3% |
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