-28.8%
ERAS vs SPY
+82.0%
-110.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | -10.2% | +0.1% | -10.3% | -10.3% |
| 30D | -13.1% | +0.1% | -13.1% | -13.1% |
| 3M | +22.0% | +2.0% | +20.0% | +19.3% |
| 6M | +7.1% | +13.0% | -5.9% | -8.0% |
| YTD | +335.2% | +13.5% | +321.7% | +269.6% |
| 1Y | +993.9% | +20.0% | +974.0% | +755.1% |
| 3Y | +525.1% | +77.2% | +447.9% | +190.7% |
| All | -28.8% | +82.0% | -110.8% | -65.8% |
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