+506.4%
EGO vs SPY
+1,224.8%
-718.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.3% |
| 7D | +2.4% | +0.5% | +1.8% | +2.0% |
| 30D | +15.9% | -0.9% | +16.9% | +16.6% |
| 3M | +47.1% | +3.9% | +43.3% | +44.1% |
| 6M | +8.9% | +14.5% | -5.6% | +1.1% |
| YTD | +22.8% | +12.9% | +9.9% | +15.1% |
| 1Y | +67.7% | +19.4% | +48.4% | +52.3% |
| 3Y | +366.4% | +78.5% | +288.0% | +231.6% |
| 5Y | +410.1% | +81.8% | +328.4% | +256.6% |
| 10Y | +139.8% | +311.5% | -171.8% | +1.6% |
| All | +506.4% | +1,224.8% | -718.3% | +48.9% |
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 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