-69.5%
EGHT vs SPY
+1,282.1%
-1,351.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +3.8% | -0.6% | +4.4% | +4.3% |
| 30D | +2.8% | -3.7% | +6.5% | +7.1% |
| 3M | -3.1% | -2.7% | -0.4% | -0.1% |
| 6M | -20.8% | +2.2% | -23.0% | -22.6% |
| YTD | +10.2% | +10.8% | -0.7% | -1.7% |
| 1Y | +10.2% | +11.2% | -1.1% | -2.1% |
| 3Y | -24.9% | +76.5% | -101.4% | -57.9% |
| 5Y | -90.3% | +72.9% | -163.2% | -94.0% |
| 10Y | -84.8% | +304.8% | -389.6% | -95.5% |
| All | -69.5% | +1,282.1% | -1,351.6% | -96.2% |
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