+74.0%
EPAC vs SPY
+312.9%
-238.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.2% |
| 7D | -4.3% | -2.7% | -1.6% | -1.4% |
| 30D | +10.7% | -5.4% | +16.1% | +17.3% |
| 3M | +3.8% | -4.1% | +7.9% | +8.2% |
| 6M | +8.7% | +0.7% | +8.0% | +7.3% |
| YTD | +1.7% | +8.7% | -7.0% | -7.4% |
| 1Y | -4.1% | +10.9% | -15.0% | -14.6% |
| 3Y | +39.1% | +75.0% | -35.8% | -24.7% |
| 5Y | +72.0% | +67.8% | +4.2% | -3.4% |
| All | +74.0% | +312.9% | -238.8% | -73.2% |
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 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