-97.8%
EGAN vs SPY
+825.3%
-923.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.5% |
| 7D | -29.3% | -0.4% | -29.0% | -29.0% |
| 30D | -30.8% | -1.4% | -29.4% | -29.9% |
| 3M | -29.5% | +3.7% | -33.2% | -31.5% |
| 6M | -47.0% | +13.0% | -60.0% | -52.0% |
| YTD | -50.3% | +12.4% | -62.7% | -54.7% |
| 1Y | -37.5% | +18.5% | -56.1% | -45.1% |
| 3Y | -17.3% | +77.6% | -94.9% | -47.2% |
| 5Y | -55.7% | +81.7% | -137.4% | -72.2% |
| 10Y | +75.0% | +319.7% | -244.7% | -37.8% |
| All | -97.8% | +825.3% | -923.1% | -99.6% |
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