-6.6%
ERAS vs SPY
+88.0%
-94.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.3% |
| 7D | -2.9% | +0.5% | -3.4% | -3.7% |
| 30D | -11.6% | -0.9% | -10.6% | -10.4% |
| 3M | +26.5% | +3.9% | +22.6% | +20.3% |
| 6M | +5.2% | +14.5% | -9.3% | -11.1% |
| YTD | +337.6% | +12.9% | +324.7% | +274.4% |
| 1Y | +950.3% | +19.4% | +931.0% | +727.0% |
| 3Y | +523.8% | +78.5% | +445.3% | +187.3% |
| 5Y | -19.7% | +81.8% | -101.5% | -60.6% |
| All | -6.6% | +88.0% | -94.6% | -55.9% |
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