-92.1%
EPV vs SPY
+314.4%
-406.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | 0.0% |
| 7D | -1.4% | +0.5% | -1.9% | -0.4% |
| 30D | +3.6% | -0.9% | +4.5% | +2.1% |
| 3M | -9.9% | +3.9% | -13.8% | -3.2% |
| 6M | -18.7% | +14.5% | -33.2% | +4.9% |
| YTD | -19.7% | +12.9% | -32.6% | +1.9% |
| 1Y | -28.7% | +19.4% | -48.1% | -0.2% |
| 3Y | -62.4% | +78.5% | -140.9% | +13.8% |
| 5Y | -64.9% | +81.8% | -146.6% | +31.6% |
| All | -92.1% | +314.4% | -406.6% | +88.6% |
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