-100.0%
EPM vs SPY
+1,917.5%
-2,017.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.3% |
| 7D | -3.7% | +2.6% | -6.3% | -5.1% |
| 30D | -9.7% | -2.0% | -7.7% | -8.9% |
| 3M | -7.8% | -2.8% | -5.0% | -6.6% |
| 6M | -15.4% | +2.1% | -17.6% | -16.9% |
| YTD | +3.2% | +11.5% | -8.3% | -3.9% |
| 1Y | -13.3% | +13.5% | -26.7% | -20.0% |
| 3Y | -22.7% | +77.7% | -100.4% | -44.3% |
| 5Y | -12.9% | +72.6% | -85.5% | -36.3% |
| 10Y | -22.3% | +308.2% | -330.5% | -59.6% |
| All | -100.0% | +1,917.5% | -2,017.4% | -100.0% |
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