+769.4%
EP vs SPY
+313.2%
+456.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | +25.7% | +0.1% | +25.7% | +25.7% |
| 3M | +13.8% | +2.0% | +11.8% | +11.3% |
| 6M | -7.9% | +13.0% | -21.0% | -18.4% |
| YTD | +3.0% | +13.5% | -10.6% | -9.1% |
| 1Y | -36.8% | +20.0% | -56.7% | -46.9% |
| 3Y | -64.7% | +77.2% | -141.9% | -77.7% |
| 5Y | -47.8% | +81.9% | -129.7% | -68.1% |
| All | +769.4% | +313.2% | +456.3% | +299.1% |
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