-99.4%
EPV vs SPY
+1,026.1%
-1,125.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | -0.4% |
| 7D | +0.5% | +0.1% | +0.4% | +0.8% |
| 30D | +1.2% | +0.1% | +1.1% | +1.4% |
| 3M | -7.6% | +2.0% | -9.6% | -2.9% |
| 6M | -14.8% | +13.0% | -27.8% | +12.2% |
| YTD | -20.4% | +13.5% | -34.0% | +6.5% |
| 1Y | -30.9% | +20.0% | -50.9% | +3.8% |
| 3Y | -61.3% | +77.2% | -138.5% | +40.3% |
| 5Y | -64.3% | +81.9% | -146.2% | +64.2% |
| 10Y | -92.0% | +314.1% | -406.0% | +272.0% |
| All | -99.4% | +1,026.1% | -1,125.4% | +838.4% |
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