+96.2%
EPC vs SPY
+699.4%
-603.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -1.1% | +0.1% | -1.2% | -1.1% |
| 3M | +47.2% | +2.0% | +45.2% | +44.2% |
| 6M | +36.7% | +13.0% | +23.7% | +23.4% |
| YTD | +71.8% | +13.5% | +58.2% | +54.1% |
| 1Y | +25.3% | +20.0% | +5.3% | +7.4% |
| 3Y | -21.4% | +77.2% | -98.5% | -51.3% |
| 5Y | -23.3% | +81.9% | -105.2% | -54.3% |
| 10Y | -60.0% | +314.1% | -374.0% | -87.7% |
| All | +96.2% | +699.4% | -603.2% | -70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling