-18.9%
ERAS vs SPY
+74.0%
-92.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -5.6% |
| 7D | +18.9% | +3.3% | +15.6% | +13.9% |
| 30D | +6.8% | -2.7% | +9.5% | +12.1% |
| 3M | -15.1% | -1.7% | -13.3% | -12.0% |
| 6M | +52.0% | +3.1% | +48.9% | +48.0% |
| YTD | +324.2% | +11.9% | +312.3% | +269.8% |
| 1Y | +495.5% | +12.0% | +483.5% | +416.7% |
| 3Y | +685.1% | +78.2% | +606.9% | +256.0% |
| 5Y | -18.9% | +73.2% | -92.1% | -59.9% |
| All | -18.9% | +74.0% | -92.9% | -59.9% |
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 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