+510.3%
EPU vs SPY
+1,032.3%
-522.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.2% |
| 7D | +0.7% | -0.4% | +1.1% | +1.0% |
| 30D | +2.7% | -1.4% | +4.1% | +3.8% |
| 3M | +14.8% | +3.7% | +11.1% | +11.8% |
| 6M | +12.8% | +13.0% | -0.2% | +3.5% |
| YTD | +30.9% | +12.4% | +18.5% | +20.7% |
| 1Y | +69.8% | +18.5% | +51.3% | +50.8% |
| 3Y | +236.2% | +77.6% | +158.6% | +120.0% |
| 5Y | +327.6% | +81.7% | +246.0% | +171.4% |
| 10Y | +287.2% | +319.7% | -32.4% | +23.7% |
| All | +510.3% | +1,032.3% | -522.0% | -26.7% |
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