-17.7%
EARN vs SPY
+81.0%
-98.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | -1.8% | -0.4% | -1.5% | -1.6% |
| 30D | +0.9% | -1.4% | +2.3% | +1.8% |
| 3M | -3.4% | +3.7% | -7.1% | -6.0% |
| 6M | +6.0% | +13.0% | -7.0% | -2.9% |
| YTD | -6.1% | +12.4% | -18.5% | -13.7% |
| 1Y | -6.9% | +18.5% | -25.4% | -17.7% |
| 3Y | +10.7% | +77.6% | -66.9% | -27.8% |
| 5Y | -17.7% | +81.7% | -99.4% | -48.7% |
| All | -17.7% | +81.0% | -98.7% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling