+17.5%
EPHE vs SPY
+789.5%
-772.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | -6.0% | +0.1% | -6.1% | -6.1% |
| 3M | +0.1% | +2.0% | -1.9% | -1.4% |
| 6M | -6.3% | +13.0% | -19.3% | -14.5% |
| YTD | -0.8% | +13.5% | -14.3% | -9.8% |
| 1Y | -3.3% | +20.0% | -23.3% | -15.8% |
| 3Y | +6.2% | +77.2% | -70.9% | -32.3% |
| 5Y | -11.8% | +81.9% | -93.6% | -46.2% |
| 10Y | -29.5% | +314.1% | -343.5% | -79.5% |
| All | +17.5% | +789.5% | -772.0% | -82.6% |
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