-14.7%
EPC vs SPY
+78.1%
-92.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.7% | -4.9% |
| 7D | -2.5% | +2.6% | -5.1% | -3.9% |
| 30D | -3.4% | -2.0% | -1.4% | -2.4% |
| 3M | -3.7% | -2.8% | -0.9% | -2.2% |
| 6M | +51.6% | +2.1% | +49.5% | +49.4% |
| YTD | +63.2% | +11.5% | +51.7% | +52.0% |
| 1Y | +52.6% | +13.5% | +39.2% | +40.5% |
| 3Y | -14.7% | +77.7% | -92.4% | -52.4% |
| All | -14.7% | +78.1% | -92.8% | -52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling