-7.4%
EARN vs SPY
+17.2%
-24.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -1.6% | -2.0% | +0.4% | -0.7% |
| 30D | +0.7% | -1.7% | +2.3% | +1.4% |
| 3M | -3.4% | +4.7% | -8.2% | -5.9% |
| 6M | +3.2% | +12.5% | -9.3% | -3.7% |
| YTD | -6.3% | +11.7% | -18.0% | -12.4% |
| 1Y | -7.4% | +17.5% | -24.9% | -14.5% |
| All | -7.4% | +17.2% | -24.6% | -14.5% |
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