+58.7%
EPR vs SPY
+308.5%
-249.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.4% |
| 7D | -1.5% | +3.3% | -4.8% | -5.0% |
| 30D | +8.0% | -2.7% | +10.7% | +10.9% |
| 3M | -2.6% | -1.7% | -0.8% | -1.1% |
| 6M | +4.2% | +3.1% | +1.2% | -0.5% |
| YTD | +24.5% | +11.9% | +12.6% | +7.7% |
| 1Y | +23.4% | +12.0% | +11.4% | +6.4% |
| 3Y | +61.1% | +78.2% | -17.1% | -23.4% |
| 5Y | +65.1% | +73.2% | -8.1% | -19.3% |
| All | +58.7% | +308.5% | -249.8% | -66.1% |
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