-99.8%
EZRA vs SPY
+77.0%
-176.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.3% |
| 7D | -4.6% | -0.8% | -3.8% | -4.1% |
| 30D | +14.9% | -1.1% | +16.0% | +15.8% |
| 3M | -26.2% | +3.9% | -30.1% | -27.9% |
| 6M | -67.9% | +13.6% | -81.5% | -70.3% |
| YTD | -86.8% | +12.7% | -99.5% | -87.7% |
| 1Y | -91.1% | +17.5% | -108.6% | -91.8% |
| 3Y | -99.8% | +76.9% | -176.7% | -99.8% |
| All | -99.8% | +77.0% | -176.8% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling