+38.7%
EPR vs SPY
+311.3%
-272.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.5% |
| 7D | +0.9% | +0.5% | +0.4% | +0.3% |
| 30D | -3.2% | -0.9% | -2.2% | -2.2% |
| 3M | +5.5% | +3.9% | +1.6% | +0.5% |
| 6M | +7.7% | +14.5% | -6.8% | -8.4% |
| YTD | +25.3% | +12.9% | +12.4% | +7.8% |
| 1Y | +20.2% | +19.4% | +0.9% | -3.3% |
| 3Y | +67.6% | +78.5% | -10.9% | -20.0% |
| 5Y | +68.3% | +81.8% | -13.5% | -22.6% |
| 10Y | +38.7% | +311.5% | -272.8% | -72.7% |
| All | +38.7% | +311.3% | -272.6% | -72.7% |
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