+400.7%
ERIC vs SPY
+3,091.8%
-2,691.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.3% |
| 30D | +0.4% | +0.1% | +0.3% | +0.3% |
| 3M | -24.3% | +2.0% | -26.3% | -26.3% |
| 6M | -10.2% | +13.0% | -23.2% | -23.7% |
| YTD | +6.2% | +13.5% | -7.3% | -10.4% |
| 1Y | +31.5% | +20.0% | +11.5% | +2.6% |
| 3Y | +120.8% | +77.2% | +43.7% | -1.3% |
| 5Y | +0.5% | +81.9% | -81.3% | -57.5% |
| 10Y | +84.2% | +314.1% | -229.9% | -77.5% |
| All | +400.7% | +3,091.8% | -2,691.1% | -95.1% |
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