+218.6%
EZPW vs SPY
+3,015.5%
-2,796.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.5% |
| 7D | +0.1% | -0.6% | +0.7% | +0.5% |
| 30D | -10.0% | -3.7% | -6.3% | -7.4% |
| 3M | +5.8% | -2.7% | +8.6% | +8.2% |
| 6M | -14.2% | +2.2% | -16.4% | -15.1% |
| YTD | +48.1% | +10.8% | +37.3% | +38.7% |
| 1Y | +61.3% | +11.2% | +50.0% | +50.6% |
| 3Y | +250.0% | +76.5% | +173.5% | +131.3% |
| 5Y | +261.9% | +72.9% | +188.9% | +139.8% |
| 10Y | +172.7% | +304.8% | -132.1% | -2.4% |
| All | +218.6% | +3,015.5% | -2,796.9% | -54.8% |
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