+6.6%
EPHE vs SPY
+773.4%
-766.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -4.0% | +2.6% | -6.6% | -5.8% |
| 30D | -1.5% | -2.0% | +0.5% | -0.3% |
| 3M | -14.3% | -2.8% | -11.6% | -12.7% |
| 6M | -9.5% | +2.1% | -11.7% | -11.2% |
| YTD | -10.0% | +11.5% | -21.5% | -17.3% |
| 1Y | -4.6% | +13.5% | -18.1% | -13.5% |
| 3Y | -3.3% | +77.7% | -81.0% | -38.7% |
| 5Y | -27.1% | +72.6% | -99.7% | -53.7% |
| 10Y | -22.5% | +308.2% | -330.7% | -77.3% |
| All | +6.6% | +773.4% | -766.9% | -84.0% |
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