+142.9%
ERO vs SPY
+18.8%
+124.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +2.0% |
| 7D | +10.0% | -0.4% | +10.4% | +10.8% |
| 30D | +4.7% | -1.4% | +6.1% | +8.0% |
| 3M | +45.7% | +3.7% | +42.0% | +34.6% |
| 6M | +35.6% | +13.0% | +22.6% | +8.3% |
| YTD | +35.2% | +12.4% | +22.8% | +9.3% |
| 1Y | +142.9% | +18.5% | +124.3% | +77.3% |
| All | +142.9% | +18.8% | +124.1% | +77.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling