+122.3%
EPI vs SPY
+312.5%
-190.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | -2.2% | -0.4% | -1.8% | -1.9% |
| 30D | -2.2% | -1.4% | -0.9% | -1.3% |
| 3M | +1.9% | +3.7% | -1.8% | -0.8% |
| 6M | -1.7% | +13.0% | -14.7% | -9.7% |
| YTD | -8.3% | +12.4% | -20.7% | -15.5% |
| 1Y | -4.6% | +18.5% | -23.1% | -15.4% |
| 3Y | +13.3% | +77.6% | -64.3% | -26.1% |
| 5Y | +23.6% | +81.7% | -58.1% | -21.8% |
| 10Y | +122.3% | +319.7% | -197.4% | -37.3% |
| All | +122.3% | +312.5% | -190.2% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling