+268.6%
EGP vs SPY
+318.9%
-50.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | 0.0% |
| 7D | -0.9% | -2.0% | +1.1% | +1.0% |
| 30D | -2.4% | -1.7% | -0.8% | -0.9% |
| 3M | -1.3% | +4.7% | -6.1% | -5.9% |
| 6M | +4.6% | +12.5% | -8.0% | -7.1% |
| YTD | +12.2% | +11.7% | +0.5% | +0.1% |
| 1Y | +24.5% | +17.5% | +7.0% | +5.6% |
| 3Y | +21.4% | +76.6% | -55.2% | -32.5% |
| 5Y | +31.2% | +82.0% | -50.8% | -29.8% |
| All | +268.6% | +318.9% | -50.3% | -11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling