+35.5%
EAPR vs SPY
+107.5%
-72.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +1.3% | +0.1% | +1.1% | +1.2% |
| 30D | +3.7% | +0.1% | +3.7% | +3.7% |
| 3M | +3.6% | +2.0% | +1.6% | +2.9% |
| 6M | +13.6% | +13.0% | +0.6% | +8.6% |
| YTD | +14.9% | +13.5% | +1.3% | +9.5% |
| 1Y | +19.4% | +20.0% | -0.6% | +11.4% |
| 3Y | +38.4% | +77.2% | -38.8% | +11.2% |
| 5Y | +34.9% | +81.9% | -47.0% | +6.0% |
| All | +35.5% | +107.5% | -72.0% | +2.8% |
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