+64.7%
EPR vs SPY
+315.0%
-250.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +0.2% |
| 7D | +2.7% | +0.1% | +2.6% | +2.4% |
| 30D | +12.3% | -3.3% | +15.6% | +16.2% |
| 3M | -0.1% | -2.4% | +2.3% | +2.2% |
| 6M | +8.3% | +2.6% | +5.7% | +4.0% |
| YTD | +29.3% | +11.2% | +18.1% | +12.6% |
| 1Y | +28.1% | +13.4% | +14.7% | +8.9% |
| 3Y | +69.0% | +79.9% | -10.9% | -20.7% |
| 5Y | +68.0% | +72.2% | -4.2% | -17.4% |
| 10Y | +64.7% | +307.3% | -242.6% | -64.4% |
| All | +64.7% | +315.0% | -250.3% | -64.4% |
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