+49.4%
ERIE vs SPY
+79.8%
-30.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -7.0% | -2.0% | -5.0% | -6.1% |
| 30D | -6.3% | -1.7% | -4.7% | -5.6% |
| 3M | +4.2% | +4.7% | -0.5% | +1.8% |
| 6M | -0.3% | +12.5% | -12.8% | -6.4% |
| YTD | -14.7% | +11.7% | -26.4% | -19.7% |
| 1Y | -25.6% | +17.5% | -43.1% | -32.0% |
| 3Y | -8.7% | +76.6% | -85.3% | -34.6% |
| 5Y | +49.4% | +82.0% | -32.6% | +6.3% |
| All | +49.4% | +79.8% | -30.4% | +6.3% |
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