+4.5%
EPAC vs SPY
+14.6%
-10.1%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.2% |
| 7D | +18.2% | -0.7% | +18.9% | +18.8% |
| 30D | +17.3% | -1.0% | +18.4% | +18.2% |
| 3M | +13.6% | -0.3% | +13.9% | +13.7% |
| 6M | +21.9% | +7.3% | +14.5% | +12.6% |
| YTD | +10.5% | +13.3% | -2.8% | -4.3% |
| 1Y | +4.5% | +14.8% | -10.2% | -10.2% |
| All | +4.5% | +14.6% | -10.1% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling