+603.7%
EPS vs SPY
+655.6%
-51.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +0.6% | +0.1% | +0.5% | +0.6% |
| 3M | +2.8% | +2.0% | +0.8% | +1.0% |
| 6M | +14.6% | +13.0% | +1.6% | +2.6% |
| YTD | +15.4% | +13.5% | +1.8% | +2.8% |
| 1Y | +21.5% | +20.0% | +1.6% | +3.0% |
| 3Y | +77.5% | +77.2% | +0.3% | +5.4% |
| 5Y | +81.5% | +81.9% | -0.4% | +5.2% |
| 10Y | +296.7% | +314.1% | -17.4% | +11.9% |
| All | +603.7% | +655.6% | -51.9% | +19.4% |
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