+290.0%
ERC vs SPY
+1,039.6%
-749.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | +1.1% | -2.7% | +3.8% | +2.3% |
| 30D | +1.1% | -5.4% | +6.5% | +3.6% |
| 3M | -4.4% | -4.1% | -0.4% | -2.7% |
| 6M | -1.9% | +0.7% | -2.6% | -2.4% |
| YTD | -0.3% | +8.7% | -9.0% | -4.2% |
| 1Y | -0.3% | +10.9% | -11.2% | -5.1% |
| 3Y | +23.1% | +75.0% | -51.9% | -5.9% |
| 5Y | +1.4% | +67.8% | -66.4% | -21.7% |
| 10Y | +76.2% | +312.9% | -236.6% | -10.7% |
| All | +290.0% | +1,039.6% | -749.6% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling