-100.0%
ERNA vs SPY
+3,059.5%
-3,159.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.8% |
| 7D | -11.5% | -0.4% | -11.1% | -11.3% |
| 30D | -11.3% | -1.4% | -9.9% | -10.6% |
| 3M | -40.9% | +3.7% | -44.6% | -41.7% |
| 6M | -42.6% | +13.0% | -55.6% | -46.0% |
| YTD | -86.6% | +12.4% | -99.0% | -87.5% |
| 1Y | -87.2% | +18.5% | -105.8% | -88.4% |
| 3Y | -99.5% | +77.6% | -177.1% | -99.6% |
| 5Y | -100.0% | +81.7% | -181.7% | -100.0% |
| 10Y | -100.0% | +319.7% | -419.6% | -100.0% |
| All | -100.0% | +3,059.5% | -3,159.5% | -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 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