-97.6%
EPOW vs SPY
+109.0%
-206.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.5% |
| 7D | -5.0% | +2.6% | -7.6% | -6.3% |
| 30D | +17.3% | -2.0% | +19.3% | +18.6% |
| 3M | -76.5% | -2.8% | -73.7% | -76.1% |
| 6M | -81.7% | +2.1% | -83.8% | -81.9% |
| YTD | -86.7% | +11.5% | -98.2% | -87.5% |
| 1Y | -88.6% | +13.5% | -102.1% | -89.4% |
| 3Y | -88.9% | +77.7% | -166.6% | -92.5% |
| 5Y | -94.2% | +72.6% | -166.8% | -96.1% |
| All | -97.6% | +109.0% | -206.6% | -98.6% |
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