+3,197.4%
ERIE vs SPY
+2,130.1%
+1,067.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.4% |
| 7D | -5.0% | +0.5% | -5.5% | -5.3% |
| 30D | -3.7% | -0.9% | -2.7% | -3.1% |
| 3M | +9.4% | +3.9% | +5.5% | +6.7% |
| 6M | -5.3% | +14.5% | -19.8% | -12.9% |
| YTD | -13.7% | +12.9% | -26.6% | -20.1% |
| 1Y | -26.1% | +19.4% | -45.5% | -33.9% |
| 3Y | -7.6% | +78.5% | -86.0% | -35.1% |
| 5Y | +51.9% | +81.8% | -29.8% | +4.8% |
| 10Y | +198.3% | +311.5% | -113.2% | +27.4% |
| All | +3,197.4% | +2,130.1% | +1,067.3% | +650.8% |
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