-89.6%
EGHT vs SPY
+74.0%
-163.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.9% |
| 7D | +3.6% | +3.3% | +0.3% | -2.0% |
| 30D | +13.7% | -2.7% | +16.3% | +19.1% |
| 3M | +15.9% | -1.7% | +17.7% | +19.5% |
| 6M | -6.0% | +3.1% | -9.1% | -11.3% |
| YTD | +18.3% | +11.9% | +6.4% | -4.5% |
| 1Y | +14.2% | +12.0% | +2.2% | -8.1% |
| 3Y | -19.4% | +78.2% | -97.6% | -73.4% |
| 5Y | -89.6% | +73.2% | -162.8% | -96.3% |
| All | -89.6% | +74.0% | -163.6% | -96.3% |
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 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