+176.3%
EPRX vs SPY
+51.0%
+125.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.7% | +4.7% |
| 7D | +18.3% | +2.6% | +15.7% | +15.9% |
| 30D | +23.7% | -2.0% | +25.7% | +26.0% |
| 3M | +22.2% | -2.8% | +25.0% | +25.3% |
| 6M | +7.9% | +2.1% | +5.8% | +6.7% |
| YTD | +7.9% | +11.5% | -3.5% | -0.2% |
| 1Y | +28.5% | +13.5% | +15.1% | +17.5% |
| All | +176.3% | +51.0% | +125.3% | +120.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling