+184.7%
EPRX vs SPY
+53.7%
+131.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.4% | +12.4% | +12.3% |
| 7D | +25.8% | +0.1% | +25.7% | +25.8% |
| 30D | +29.6% | +0.1% | +29.6% | +29.6% |
| 3M | +30.2% | +2.0% | +28.2% | +28.3% |
| 6M | +2.7% | +13.0% | -10.3% | -6.3% |
| YTD | +11.3% | +13.5% | -2.3% | +1.1% |
| 1Y | +56.7% | +20.0% | +36.8% | +38.6% |
| All | +184.7% | +53.7% | +131.0% | +122.9% |
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