+745.3%
EPAC vs SPY
+709.0%
+36.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.6% | +2.4% |
| 7D | -6.2% | +0.1% | -6.3% | -6.2% |
| 30D | +16.7% | -3.3% | +20.0% | +20.9% |
| 3M | +8.2% | -2.4% | +10.6% | +10.8% |
| 6M | +14.9% | +2.6% | +12.3% | +11.3% |
| YTD | +6.7% | +11.2% | -4.6% | -5.2% |
| 1Y | +1.4% | +13.4% | -12.0% | -11.8% |
| 3Y | +46.1% | +79.9% | -33.8% | -23.2% |
| 5Y | +78.9% | +72.2% | +6.8% | -3.2% |
| 10Y | +69.9% | +307.3% | -237.4% | -63.4% |
| All | +745.3% | +709.0% | +36.3% | +14.9% |
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