-92.4%
EPV vs SPY
+304.1%
-396.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | -0.2% |
| 7D | -5.4% | -0.6% | -4.8% | -5.8% |
| 30D | -8.2% | -3.7% | -4.5% | -13.2% |
| 3M | +5.8% | -2.7% | +8.6% | +2.0% |
| 6M | -6.0% | +2.2% | -8.2% | -0.5% |
| YTD | -17.3% | +10.8% | -28.2% | +2.6% |
| 1Y | -23.7% | +11.2% | -34.9% | -4.4% |
| 3Y | -62.5% | +76.5% | -139.0% | +11.5% |
| 5Y | -63.3% | +72.9% | -136.2% | +26.7% |
| 10Y | -92.4% | +304.8% | -397.2% | +76.4% |
| All | -92.4% | +304.1% | -396.5% | +76.4% |
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 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