-67.1%
ERII vs SPY
+72.1%
-139.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.8% |
| 7D | +1.7% | +2.6% | -0.9% | -1.2% |
| 30D | +8.3% | -2.0% | +10.3% | +10.8% |
| 3M | -7.0% | -2.8% | -4.3% | -3.9% |
| 6M | -12.5% | +2.1% | -14.7% | -14.2% |
| YTD | -46.1% | +11.5% | -57.6% | -51.7% |
| 1Y | -50.0% | +13.5% | -63.4% | -56.0% |
| 3Y | -59.5% | +77.7% | -137.2% | -78.7% |
| All | -67.1% | +72.1% | -139.2% | -82.1% |
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 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