+206.1%
ERIE vs SPY
+322.5%
-116.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +1.4% |
| 7D | -3.1% | -0.8% | -2.3% | -2.6% |
| 30D | -5.1% | -1.1% | -4.0% | -4.5% |
| 3M | +9.0% | +3.9% | +5.2% | +6.4% |
| 6M | +2.1% | +13.6% | -11.5% | -5.9% |
| YTD | -13.1% | +12.7% | -25.8% | -19.6% |
| 1Y | -26.0% | +17.5% | -43.5% | -33.5% |
| 3Y | -9.1% | +76.9% | -86.0% | -37.7% |
| 5Y | +52.3% | +83.6% | -31.3% | +0.8% |
| All | +206.1% | +322.5% | -116.4% | +14.4% |
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