+29.3%
EAPR vs SPY
+105.2%
-75.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.3% | +1.1% |
| 7D | +0.5% | -0.9% | +1.4% | +0.9% |
| 30D | -3.6% | -2.4% | -1.3% | -2.7% |
| 3M | -1.3% | -1.2% | -0.2% | -0.8% |
| 6M | -1.8% | +3.3% | -5.1% | -3.0% |
| YTD | +9.6% | +12.3% | -2.7% | +5.0% |
| 1Y | +10.7% | +12.4% | -1.8% | +5.9% |
| 3Y | +34.6% | +78.8% | -44.2% | +7.9% |
| 5Y | +30.4% | +75.2% | -44.8% | +3.9% |
| All | +29.3% | +105.2% | -75.9% | -1.4% |
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 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