-74.2%
EGHT vs SPY
+1,305.1%
-1,379.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.2% |
| 7D | -2.6% | -0.8% | -1.9% | -1.8% |
| 30D | -8.5% | -1.1% | -7.4% | -7.3% |
| 3M | +6.4% | +3.9% | +2.5% | +2.2% |
| 6M | -15.6% | +13.6% | -29.2% | -26.4% |
| YTD | -6.6% | +12.7% | -19.3% | -18.1% |
| 1Y | -17.1% | +17.5% | -34.6% | -30.3% |
| 3Y | -28.1% | +76.9% | -105.0% | -59.5% |
| 5Y | -92.3% | +83.6% | -175.9% | -95.5% |
| 10Y | -86.0% | +320.7% | -406.7% | -96.0% |
| All | -74.2% | +1,305.1% | -1,379.2% | -96.8% |
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