+9,611.4%
EGP vs SPY
+3,034.0%
+6,577.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | +2.0% | +2.6% | -0.6% | -0.1% |
| 30D | +2.1% | -2.0% | +4.0% | +3.6% |
| 3M | -2.8% | -2.8% | 0.0% | -0.8% |
| 6M | -1.3% | +2.1% | -3.5% | -3.4% |
| YTD | +13.7% | +11.5% | +2.2% | +3.6% |
| 1Y | +15.2% | +13.5% | +1.7% | +3.5% |
| 3Y | +31.8% | +77.7% | -45.9% | -17.7% |
| 5Y | +14.0% | +72.6% | -58.6% | -27.0% |
| 10Y | +305.5% | +308.2% | -2.6% | +38.3% |
| All | +9,611.4% | +3,034.0% | +6,577.4% | +1,563.1% |
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 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