+577.8%
EP vs SPY
+315.0%
+262.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -2.1% |
| 7D | +9.4% | +0.1% | +9.3% | +9.2% |
| 30D | -22.5% | -3.3% | -19.2% | -20.1% |
| 3M | -12.9% | -2.4% | -10.4% | -10.8% |
| 6M | -8.6% | +2.6% | -11.2% | -11.0% |
| YTD | -19.7% | +11.2% | -31.0% | -27.8% |
| 1Y | -22.8% | +13.4% | -36.2% | -31.9% |
| 3Y | -57.3% | +79.9% | -137.2% | -73.2% |
| 5Y | -80.3% | +72.2% | -152.4% | -87.3% |
| 10Y | +577.8% | +307.3% | +270.5% | +373.1% |
| All | +577.8% | +315.0% | +262.8% | +373.1% |
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 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