-84.7%
EGHT vs SPY
+312.9%
-397.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.3% | -5.6% | -5.8% |
| 7D | +1.9% | -2.7% | +4.6% | +6.0% |
| 30D | -0.5% | -5.4% | +4.9% | +8.2% |
| 3M | -6.6% | -4.1% | -2.5% | -0.4% |
| 6M | -12.0% | +0.7% | -12.7% | -13.2% |
| YTD | +8.1% | +8.7% | -0.5% | -5.8% |
| 1Y | +8.1% | +10.9% | -2.8% | -8.8% |
| 3Y | -29.0% | +75.0% | -104.0% | -69.8% |
| 5Y | -90.7% | +67.8% | -158.5% | -95.5% |
| All | -84.7% | +312.9% | -397.6% | -97.9% |
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