+225.7%
EPOL vs SPY
+311.3%
-85.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.9% |
| 7D | +4.5% | +0.5% | +4.0% | +4.0% |
| 30D | +3.6% | -0.9% | +4.5% | +4.4% |
| 3M | +17.0% | +3.9% | +13.1% | +12.7% |
| 6M | +30.3% | +14.5% | +15.8% | +14.7% |
| YTD | +31.0% | +12.9% | +18.1% | +16.9% |
| 1Y | +44.9% | +19.4% | +25.6% | +22.6% |
| 3Y | +198.0% | +78.5% | +119.5% | +70.9% |
| 5Y | +137.0% | +81.8% | +55.3% | +34.0% |
| 10Y | +225.7% | +311.5% | -85.8% | -13.6% |
| All | +225.7% | +311.3% | -85.6% | -13.6% |
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