+91.3%
EPC vs SPY
+665.0%
-573.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | -2.0% | -2.7% | +0.7% | +0.1% |
| 30D | +1.8% | -5.4% | +7.2% | +6.3% |
| 3M | +0.1% | -4.1% | +4.2% | +3.4% |
| 6M | +26.6% | +0.7% | +25.9% | +25.1% |
| YTD | +67.5% | +8.7% | +58.8% | +55.4% |
| 1Y | +54.0% | +10.9% | +43.1% | +40.6% |
| 3Y | -16.9% | +75.0% | -91.9% | -48.0% |
| 5Y | -19.8% | +67.8% | -87.5% | -49.0% |
| 10Y | -57.6% | +312.9% | -370.5% | -87.0% |
| All | +91.3% | +665.0% | -573.8% | -70.7% |
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