+193.7%
EPRT vs SPY
+210.6%
-16.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.9% |
| 7D | -2.5% | +3.3% | -5.8% | -5.4% |
| 30D | +7.6% | -2.7% | +10.3% | +9.9% |
| 3M | -8.7% | -1.7% | -6.9% | -7.6% |
| 6M | -9.6% | +3.1% | -12.7% | -13.2% |
| YTD | -3.7% | +11.9% | -15.6% | -15.2% |
| 1Y | -5.6% | +12.0% | -17.6% | -17.1% |
| 3Y | +37.7% | +78.2% | -40.5% | -27.4% |
| 5Y | +18.6% | +73.2% | -54.6% | -35.9% |
| All | +193.7% | +210.6% | -16.9% | -8.6% |
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