-93.0%
EPOW vs SPY
+112.9%
-205.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -5.9% |
| 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% | -42.7% |
| 6M | -52.4% | +13.0% | -65.4% | -55.6% |
| YTD | -62.1% | +13.5% | -75.7% | -64.8% |
| 1Y | -57.8% | +20.0% | -77.8% | -62.1% |
| 3Y | -80.4% | +77.2% | -157.6% | -86.7% |
| 5Y | -84.7% | +81.9% | -166.6% | -90.0% |
| All | -93.0% | +112.9% | -205.9% | -96.2% |
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