+35.4%
EAPR vs SPY
+81.8%
-46.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | +3.4% | -0.9% | +4.3% | +3.8% |
| 3M | +5.7% | +3.9% | +1.9% | +4.2% |
| 6M | +13.8% | +14.5% | -0.7% | +8.2% |
| YTD | +14.8% | +12.9% | +1.9% | +9.6% |
| 1Y | +18.2% | +19.4% | -1.2% | +10.5% |
| 3Y | +40.1% | +78.5% | -38.4% | +12.2% |
| 5Y | +35.4% | +81.8% | -46.4% | +6.1% |
| All | +35.4% | +81.8% | -46.4% | +6.1% |
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