+268.9%
EZPW vs SPY
+3,091.8%
-2,822.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | +11.9% | +0.1% | +11.8% | +11.9% |
| 3M | +3.6% | +2.0% | +1.6% | +2.6% |
| 6M | +25.9% | +13.0% | +12.9% | +16.0% |
| YTD | +71.6% | +13.5% | +58.0% | +57.6% |
| 1Y | +97.2% | +20.0% | +77.2% | +74.4% |
| 3Y | +296.2% | +77.2% | +219.0% | +160.5% |
| 5Y | +383.6% | +81.9% | +301.7% | +208.3% |
| 10Y | +216.1% | +314.1% | -97.9% | +11.3% |
| All | +268.9% | +3,091.8% | -2,822.8% | -48.6% |
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 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