-91.3%
EZRA vs SPY
+20.8%
-112.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.3% |
| 7D | +4.4% | +0.1% | +4.3% | +4.3% |
| 30D | +18.9% | +0.1% | +18.9% | +18.8% |
| 3M | -24.5% | +2.0% | -26.5% | -27.1% |
| 6M | -67.8% | +13.0% | -80.9% | -73.4% |
| YTD | -86.2% | +13.5% | -99.7% | -88.8% |
| 1Y | -91.3% | +20.0% | -111.3% | -95.1% |
| All | -91.3% | +20.8% | -112.2% | -95.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling