+2.3%
ERIC vs SPY
+81.0%
-78.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | +0.2% | -0.4% | +0.6% | +0.5% |
| 30D | +0.8% | -1.4% | +2.2% | +2.0% |
| 3M | -15.2% | +3.7% | -18.9% | -17.8% |
| 6M | -10.0% | +13.0% | -23.0% | -18.8% |
| YTD | +5.8% | +12.4% | -6.6% | -4.2% |
| 1Y | +29.6% | +18.5% | +11.1% | +11.9% |
| 3Y | +120.8% | +77.6% | +43.2% | +30.3% |
| 5Y | +2.3% | +81.7% | -79.3% | -41.3% |
| All | +2.3% | +81.0% | -78.6% | -41.3% |
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