+2,283.1%
EPR vs SPY
+1,232.6%
+1,050.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +1.3% | +0.1% | +1.2% | +1.1% |
| 30D | -1.4% | +0.1% | -1.4% | -1.4% |
| 3M | +8.5% | +2.0% | +6.5% | +5.6% |
| 6M | +3.8% | +13.0% | -9.2% | -9.1% |
| YTD | +25.5% | +13.5% | +11.9% | +9.0% |
| 1Y | +20.3% | +20.0% | +0.3% | -1.5% |
| 3Y | +65.6% | +77.2% | -11.6% | -11.3% |
| 5Y | +65.6% | +81.9% | -16.2% | -14.4% |
| 10Y | +39.0% | +314.1% | -275.1% | -66.0% |
| All | +2,283.1% | +1,232.6% | +1,050.5% | +147.7% |
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