-22.4%
ERII vs SPY
+731.3%
-753.7%
-84.0%
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 | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -13.9% | +0.1% | -13.9% | -13.9% |
| 3M | -8.0% | +2.0% | -10.0% | -9.8% |
| 6M | -28.8% | +13.0% | -41.8% | -37.9% |
| YTD | -43.4% | +13.5% | -57.0% | -50.7% |
| 1Y | -46.7% | +20.0% | -66.6% | -56.4% |
| 3Y | -69.9% | +77.2% | -147.1% | -84.5% |
| 5Y | -66.9% | +81.9% | -148.7% | -83.3% |
| 10Y | -37.1% | +314.1% | -351.2% | -87.6% |
| All | -22.4% | +731.3% | -753.7% | -92.6% |
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