+205.6%
EPRT vs SPY
+210.2%
-4.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.1% |
| 7D | -2.0% | -2.0% | 0.0% | -0.2% |
| 30D | -3.2% | -1.7% | -1.5% | -1.7% |
| 3M | -4.5% | +4.7% | -9.2% | -9.1% |
| 6M | -11.9% | +12.5% | -24.4% | -22.1% |
| YTD | +0.2% | +11.7% | -11.6% | -11.2% |
| 1Y | +2.1% | +17.5% | -15.3% | -14.2% |
| 3Y | +38.4% | +76.6% | -38.1% | -26.0% |
| 5Y | +15.7% | +82.0% | -66.3% | -41.1% |
| All | +205.6% | +210.2% | -4.6% | -4.3% |
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