+274.0%
EZPW vs SPY
+71.5%
+202.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +2.2% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | -7.4% | -3.3% | -4.1% | -5.5% |
| 3M | +6.0% | -2.4% | +8.4% | +7.8% |
| 6M | -11.8% | +2.6% | -14.4% | -12.6% |
| YTD | +52.3% | +11.2% | +41.1% | +44.6% |
| 1Y | +67.1% | +13.4% | +53.7% | +57.2% |
| 3Y | +257.2% | +79.9% | +177.3% | +154.9% |
| 5Y | +274.0% | +72.2% | +201.8% | +163.4% |
| All | +274.0% | +71.5% | +202.5% | +163.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling