-60.7%
EPC vs SPY
+311.3%
-372.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.6% |
| 7D | -0.8% | +0.5% | -1.4% | -1.2% |
| 30D | -2.4% | -0.9% | -1.4% | -1.6% |
| 3M | +37.6% | +3.9% | +33.7% | +33.0% |
| 6M | +32.1% | +14.5% | +17.6% | +17.8% |
| YTD | +64.9% | +12.9% | +52.0% | +48.4% |
| 1Y | +25.3% | +19.4% | +5.9% | +7.6% |
| 3Y | -23.3% | +78.5% | -101.8% | -53.6% |
| 5Y | -25.1% | +81.8% | -106.9% | -56.1% |
| 10Y | -60.7% | +311.5% | -372.2% | -89.1% |
| All | -60.7% | +311.3% | -372.0% | -89.1% |
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