+190.3%
EPOL vs SPY
+847.4%
-657.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.7% |
| 7D | +3.8% | +0.1% | +3.7% | +3.6% |
| 30D | +3.3% | +0.1% | +3.2% | +3.2% |
| 3M | +12.6% | +2.0% | +10.6% | +10.1% |
| 6M | +25.5% | +13.0% | +12.5% | +10.0% |
| YTD | +29.2% | +13.5% | +15.6% | +12.6% |
| 1Y | +46.2% | +20.0% | +26.3% | +20.0% |
| 3Y | +169.7% | +77.2% | +92.5% | +42.9% |
| 5Y | +130.2% | +81.9% | +48.3% | +18.6% |
| 10Y | +231.2% | +314.1% | -82.8% | -38.8% |
| All | +190.3% | +847.4% | -657.2% | -84.9% |
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