-65.4%
EP vs SPY
+78.1%
-143.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.5% |
| 7D | +1.2% | +2.6% | -1.4% | -2.8% |
| 30D | -22.8% | -2.0% | -20.8% | -20.5% |
| 3M | -11.8% | -2.8% | -9.0% | -8.0% |
| 6M | -9.2% | +2.1% | -11.3% | -13.3% |
| YTD | -18.7% | +11.5% | -30.2% | -33.9% |
| 1Y | -20.3% | +13.5% | -33.8% | -37.8% |
| 3Y | -65.4% | +77.7% | -143.1% | -92.7% |
| All | -65.4% | +78.1% | -143.5% | -92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling