-100.0%
ERNA vs SPY
+322.5%
-422.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.9% | +3.0% |
| 7D | -3.2% | -0.8% | -2.5% | -2.5% |
| 30D | -5.7% | -1.1% | -4.6% | -4.7% |
| 3M | -36.4% | +3.9% | -40.3% | -38.1% |
| 6M | -42.5% | +13.6% | -56.1% | -48.5% |
| YTD | -86.1% | +12.7% | -98.8% | -87.6% |
| 1Y | -87.9% | +17.5% | -105.4% | -89.6% |
| 3Y | -99.5% | +76.9% | -176.4% | -99.7% |
| 5Y | -100.0% | +83.6% | -183.6% | -100.0% |
| All | -100.0% | +322.5% | -422.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling