-32.3%
EGY vs SPY
+3,059.5%
-3,091.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.9% |
| 7D | +0.5% | -0.4% | +0.8% | +0.8% |
| 30D | +7.3% | -1.4% | +8.7% | +8.6% |
| 3M | +15.5% | +3.7% | +11.8% | +10.9% |
| 6M | +16.7% | +13.0% | +3.7% | +2.3% |
| YTD | +75.3% | +12.4% | +62.9% | +54.5% |
| 1Y | +68.3% | +18.5% | +49.8% | +40.8% |
| 3Y | +69.4% | +77.6% | -8.2% | -3.2% |
| 5Y | +216.4% | +81.7% | +134.7% | +78.0% |
| 10Y | +648.3% | +319.7% | +328.7% | +105.9% |
| All | -32.3% | +3,059.5% | -3,091.8% | -84.5% |
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