+15.2%
EGAN vs SPY
+21.3%
-6.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -3.3% |
| 7D | -4.9% | +0.3% | -5.2% | -5.4% |
| 30D | -2.3% | +0.2% | -2.6% | -2.7% |
| 3M | -5.6% | +2.8% | -8.4% | -9.3% |
| 6M | -21.7% | +14.3% | -35.9% | -37.8% |
| YTD | -30.9% | +14.0% | -44.9% | -44.9% |
| All | +15.2% | +21.3% | -6.1% | -21.3% |
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