+673.7%
EPAC vs SPY
+725.7%
-52.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +1.0% | +0.1% | +0.9% | +0.9% |
| 3M | +12.5% | +2.0% | +10.5% | +9.8% |
| 6M | -6.9% | +13.0% | -19.9% | -18.6% |
| YTD | -2.4% | +13.5% | -15.9% | -15.0% |
| 1Y | -11.8% | +20.0% | -31.8% | -27.8% |
| 3Y | +42.2% | +77.2% | -35.0% | -24.0% |
| 5Y | +53.4% | +81.9% | -28.5% | -21.8% |
| 10Y | +56.6% | +314.1% | -257.5% | -66.7% |
| All | +673.7% | +725.7% | -52.0% | +3.0% |
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