-83.7%
EP vs SPY
+72.1%
-155.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.3% |
| 7D | +1.2% | +2.6% | -1.4% | -1.4% |
| 30D | -22.8% | -2.0% | -20.8% | -21.3% |
| 3M | -11.8% | -2.8% | -9.0% | -9.2% |
| 6M | -9.2% | +2.1% | -11.3% | -11.5% |
| YTD | -18.7% | +11.5% | -30.2% | -28.1% |
| 1Y | -20.3% | +13.5% | -33.8% | -31.0% |
| 3Y | -65.4% | +77.7% | -143.1% | -78.3% |
| All | -83.7% | +72.1% | -155.9% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling