+242.3%
EPSN vs SPY
+322.5%
-80.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +2.6% | -0.8% | +3.4% | +2.9% |
| 30D | +6.7% | -1.1% | +7.8% | +7.1% |
| 3M | +13.3% | +3.9% | +9.4% | +11.5% |
| 6M | +14.9% | +13.6% | +1.3% | +9.1% |
| YTD | +39.7% | +12.7% | +27.0% | +32.9% |
| 1Y | +20.3% | +17.5% | +2.8% | +12.7% |
| 3Y | +33.5% | +76.9% | -43.5% | +7.0% |
| 5Y | +48.8% | +83.6% | -34.8% | +16.3% |
| All | +242.3% | +322.5% | -80.2% | +103.6% |
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 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