+800.2%
ERO vs SPY
+238.0%
+562.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.6% | -7.9% | -7.9% |
| 7D | -1.0% | -2.0% | +1.0% | +1.3% |
| 30D | -3.6% | -1.7% | -2.0% | -1.7% |
| 3M | +35.7% | +4.7% | +31.0% | +29.5% |
| 6M | +24.5% | +12.5% | +12.0% | +11.1% |
| YTD | +23.6% | +11.7% | +11.9% | +11.4% |
| 1Y | +115.1% | +17.5% | +97.6% | +84.4% |
| 3Y | +88.1% | +76.6% | +11.5% | +6.7% |
| 5Y | +81.3% | +82.0% | -0.7% | +0.8% |
| All | +800.2% | +238.0% | +562.2% | +201.0% |
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