-27.3%
ERII vs SPY
+695.6%
-722.9%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.2% | +6.2% |
| 7D | +2.7% | -2.7% | +5.4% | +6.1% |
| 30D | +6.2% | -5.4% | +11.6% | +13.3% |
| 3M | -18.1% | -4.1% | -14.0% | -13.9% |
| 6M | -38.4% | +0.7% | -39.1% | -38.7% |
| YTD | -47.0% | +8.7% | -55.7% | -51.4% |
| 1Y | -50.7% | +10.9% | -61.5% | -55.8% |
| 3Y | -60.5% | +75.0% | -135.5% | -79.4% |
| 5Y | -68.1% | +67.8% | -135.9% | -82.4% |
| 10Y | -23.6% | +312.9% | -336.5% | -84.9% |
| All | -27.3% | +695.6% | -722.9% | -92.7% |
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