-17.3%
ERAS vs SPY
+80.9%
-98.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.3% | +8.3% | +8.2% |
| 7D | +0.4% | -2.7% | +3.1% | +4.8% |
| 30D | +2.1% | -5.4% | +7.4% | +11.0% |
| 3M | -21.1% | -4.1% | -17.0% | -15.7% |
| 6M | +32.2% | +0.7% | +31.5% | +32.8% |
| YTD | +287.4% | +8.7% | +278.7% | +252.2% |
| 1Y | +543.3% | +10.9% | +532.4% | +466.7% |
| 3Y | +505.5% | +75.0% | +430.5% | +188.7% |
| 5Y | -27.3% | +67.8% | -95.1% | -63.5% |
| All | -17.3% | +80.9% | -98.2% | -58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling