+2,289.6%
EPR vs SPY
+1,175.4%
+1,114.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.8% |
| 7D | +3.1% | -2.7% | +5.8% | +5.8% |
| 30D | +10.6% | -5.4% | +16.0% | +16.6% |
| 3M | -1.4% | -4.1% | +2.7% | +2.4% |
| 6M | +9.0% | +0.7% | +8.3% | +7.1% |
| YTD | +25.8% | +8.7% | +17.2% | +13.8% |
| 1Y | +28.7% | +10.9% | +17.9% | +13.9% |
| 3Y | +59.7% | +75.0% | -15.3% | -13.9% |
| 5Y | +58.2% | +67.8% | -9.6% | -11.5% |
| 10Y | +58.6% | +312.9% | -254.3% | -61.1% |
| All | +2,289.6% | +1,175.4% | +1,114.2% | +158.7% |
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 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