+66.4%
EGY vs SPY
+18.1%
+48.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.6% |
| 7D | +5.3% | -0.8% | +6.1% | +5.1% |
| 30D | +11.7% | -1.1% | +12.7% | +11.3% |
| 3M | +17.2% | +3.9% | +13.3% | +18.6% |
| 6M | +15.9% | +13.6% | +2.3% | +22.4% |
| YTD | +79.6% | +12.7% | +66.9% | +90.0% |
| 1Y | +66.4% | +17.5% | +48.9% | +76.7% |
| All | +66.4% | +18.1% | +48.3% | +76.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling