-29.2%
EGBN vs SPY
+322.5%
-351.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -1.3% |
| 7D | -2.1% | -0.8% | -1.3% | -1.3% |
| 30D | -4.0% | -1.1% | -3.0% | -3.0% |
| 3M | -2.3% | +3.9% | -6.2% | -6.2% |
| 6M | +12.9% | +13.6% | -0.7% | -1.1% |
| YTD | +29.0% | +12.7% | +16.3% | +14.1% |
| 1Y | +34.6% | +17.5% | +17.1% | +14.0% |
| 3Y | +31.5% | +76.9% | -45.4% | -25.5% |
| 5Y | -38.1% | +83.6% | -121.7% | -66.7% |
| All | -29.2% | +322.5% | -351.7% | -85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling