+222.2%
EPOL vs SPY
+315.0%
-92.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | 0.0% | +0.1% |
| 7D | +2.6% | +0.1% | +2.5% | +2.4% |
| 30D | -0.1% | -3.3% | +3.3% | +3.1% |
| 3M | -0.9% | -2.4% | +1.5% | +1.3% |
| 6M | +13.0% | +2.6% | +10.5% | +10.2% |
| YTD | +25.4% | +11.2% | +14.1% | +13.4% |
| 1Y | +34.8% | +13.4% | +21.4% | +19.7% |
| 3Y | +150.3% | +79.9% | +70.4% | +42.4% |
| 5Y | +124.7% | +72.2% | +52.5% | +33.4% |
| 10Y | +222.2% | +307.3% | -85.2% | -23.1% |
| All | +222.2% | +315.0% | -92.8% | -23.1% |
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