+88.6%
ERIC vs SPY
+318.9%
-230.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.1% |
| 7D | -1.2% | -2.0% | +0.8% | +0.6% |
| 30D | -0.6% | -1.7% | +1.1% | +0.9% |
| 3M | -13.7% | +4.7% | -18.4% | -17.3% |
| 6M | -10.1% | +12.5% | -22.6% | -19.2% |
| YTD | +5.3% | +11.7% | -6.5% | -4.8% |
| 1Y | +30.0% | +17.5% | +12.5% | +12.0% |
| 3Y | +119.7% | +76.6% | +43.2% | +27.7% |
| 5Y | +2.4% | +82.0% | -79.7% | -42.4% |
| All | +88.6% | +318.9% | -230.3% | -52.0% |
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