-53.0%
EGAN vs SPY
+82.3%
-135.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.5% | +1.4% |
| 7D | -9.9% | -0.8% | -9.2% | -9.1% |
| 30D | -27.8% | -1.1% | -26.8% | -26.9% |
| 3M | -29.8% | +3.9% | -33.6% | -32.4% |
| 6M | -44.0% | +13.6% | -57.6% | -51.0% |
| YTD | -48.9% | +12.7% | -61.6% | -54.7% |
| 1Y | -35.0% | +17.5% | -52.5% | -44.3% |
| 3Y | -15.7% | +76.9% | -92.6% | -51.1% |
| All | -53.0% | +82.3% | -135.3% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling