-25.1%
EPC vs SPY
+81.8%
-106.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.7% |
| 7D | -0.8% | +0.5% | -1.4% | -1.1% |
| 30D | -2.4% | -0.9% | -1.4% | -1.8% |
| 3M | +37.6% | +3.9% | +33.7% | +34.3% |
| 6M | +32.1% | +14.5% | +17.6% | +21.5% |
| YTD | +64.9% | +12.9% | +52.0% | +52.7% |
| 1Y | +25.3% | +19.4% | +5.9% | +12.1% |
| 3Y | -23.3% | +78.5% | -101.8% | -46.6% |
| 5Y | -25.1% | +81.8% | -106.9% | -49.1% |
| All | -25.1% | +81.8% | -106.9% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling