-100.0%
EZRA vs SPY
+110.7%
-210.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.4% | +3.3% |
| 7D | +2.2% | -0.4% | +2.6% | +2.5% |
| 30D | +11.2% | -1.4% | +12.5% | +12.3% |
| 3M | -23.1% | +3.7% | -26.8% | -25.0% |
| 6M | -68.9% | +13.0% | -81.9% | -71.5% |
| YTD | -86.4% | +12.4% | -98.7% | -87.4% |
| 1Y | -90.3% | +18.5% | -108.8% | -91.3% |
| 3Y | -99.8% | +77.6% | -177.5% | -99.9% |
| 5Y | -100.0% | +81.7% | -181.7% | -100.0% |
| All | -100.0% | +110.7% | -210.7% | -100.0% |
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