-60.7%
EPC vs SPY
+308.5%
-369.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.1% |
| 7D | +0.6% | +3.3% | -2.7% | -1.9% |
| 30D | +0.7% | -2.7% | +3.4% | +2.9% |
| 3M | +0.8% | -1.7% | +2.6% | +2.2% |
| 6M | +51.0% | +3.1% | +48.0% | +46.6% |
| YTD | +71.9% | +11.9% | +60.0% | +55.7% |
| 1Y | +56.4% | +12.0% | +44.4% | +41.5% |
| 3Y | -10.4% | +78.2% | -88.5% | -45.8% |
| 5Y | -26.9% | +73.2% | -100.2% | -55.3% |
| All | -60.7% | +308.5% | -369.2% | -89.4% |
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 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