-22.7%
EPM vs SPY
+78.1%
-100.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.3% |
| 7D | -3.7% | +2.6% | -6.3% | -4.9% |
| 30D | -9.7% | -2.0% | -7.7% | -8.9% |
| 3M | -7.8% | -2.8% | -5.0% | -6.7% |
| 6M | -15.4% | +2.1% | -17.6% | -16.9% |
| YTD | +3.2% | +11.5% | -8.3% | -4.3% |
| 1Y | -13.3% | +13.5% | -26.7% | -20.7% |
| 3Y | -22.7% | +77.7% | -100.4% | -54.4% |
| All | -22.7% | +78.1% | -100.7% | -54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling