-81.0%
EPOW vs SPY
+80.4%
-161.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -6.0% |
| 7D | -25.8% | +0.1% | -25.9% | -25.8% |
| 30D | -11.9% | +0.1% | -11.9% | -11.9% |
| 3M | -42.0% | +2.0% | -44.0% | -42.2% |
| 6M | -52.4% | +13.0% | -65.4% | -53.5% |
| YTD | -62.1% | +13.5% | -75.7% | -63.0% |
| 1Y | -57.8% | +20.0% | -77.8% | -59.4% |
| All | -81.0% | +80.4% | -161.4% | -85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling