+104.0%
EPP vs SPY
+311.8%
-207.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -1.2% |
| 7D | -1.0% | -0.9% | 0.0% | -0.3% |
| 30D | +2.0% | -2.4% | +4.3% | +3.9% |
| 3M | -2.8% | -1.2% | -1.6% | -2.0% |
| 6M | +1.2% | +3.3% | -2.1% | -1.8% |
| YTD | +12.6% | +12.3% | +0.3% | +1.7% |
| 1Y | +11.9% | +12.4% | -0.5% | +1.0% |
| 3Y | +58.5% | +78.8% | -20.3% | -5.0% |
| 5Y | +36.4% | +75.2% | -38.8% | -17.5% |
| 10Y | +104.0% | +311.1% | -207.1% | -43.8% |
| All | +104.0% | +311.8% | -207.7% | -43.8% |
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