+12.2%
EPM vs SPY
+82.3%
-70.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.7% |
| 7D | +1.1% | -0.8% | +1.9% | +1.6% |
| 30D | -0.3% | -1.1% | +0.8% | +0.4% |
| 3M | -9.9% | +3.9% | -13.7% | -12.7% |
| 6M | -17.8% | +13.6% | -31.4% | -26.1% |
| YTD | +11.0% | +12.7% | -1.6% | +0.4% |
| 1Y | -20.9% | +17.5% | -38.4% | -31.0% |
| 3Y | -45.3% | +76.9% | -122.2% | -66.2% |
| All | +12.2% | +82.3% | -70.0% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling