+420.9%
EGO vs SPY
+79.8%
+341.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.6% |
| 7D | -2.3% | -2.0% | -0.3% | -0.8% |
| 30D | +9.6% | -1.7% | +11.3% | +11.1% |
| 3M | +53.4% | +4.7% | +48.7% | +48.5% |
| 6M | +1.1% | +12.5% | -11.4% | -6.3% |
| YTD | +19.8% | +11.7% | +8.1% | +11.5% |
| 1Y | +60.5% | +17.5% | +43.0% | +44.7% |
| 3Y | +354.9% | +76.6% | +278.3% | +204.7% |
| 5Y | +420.9% | +82.0% | +338.9% | +228.1% |
| All | +420.9% | +79.8% | +341.2% | +228.1% |
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