+25.3%
EPC vs SPY
+20.8%
+4.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -1.1% | +0.1% | -1.2% | -1.2% |
| 3M | +47.2% | +2.0% | +45.2% | +47.6% |
| 6M | +36.7% | +13.0% | +23.7% | +31.2% |
| YTD | +71.8% | +13.5% | +58.2% | +63.4% |
| 1Y | +25.3% | +20.0% | +5.3% | +12.4% |
| All | +25.3% | +20.8% | +4.4% | +12.4% |
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