-88.4%
EP vs SPY
+818.6%
-907.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.4% | +0.3% | +21.1% | +21.3% |
| 7D | -7.6% | -2.7% | -4.9% | -7.1% |
| 30D | -10.6% | -5.4% | -5.2% | -9.7% |
| 3M | -7.9% | -4.1% | -3.8% | -7.2% |
| 6M | -10.3% | +0.7% | -11.0% | -10.4% |
| YTD | -19.7% | +8.7% | -28.4% | -20.9% |
| 1Y | -22.0% | +10.9% | -32.9% | -23.5% |
| 3Y | -68.1% | +75.0% | -143.1% | -70.2% |
| 5Y | -78.1% | +67.8% | -145.9% | -79.6% |
| 10Y | +577.8% | +312.9% | +264.9% | +557.7% |
| All | -88.4% | +818.6% | -907.0% | -89.0% |
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