+167.2%
ERO vs SPY
+78.0%
+89.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.4% | +6.2% | +4.6% |
| 7D | +7.4% | +0.1% | +7.3% | +7.7% |
| 30D | -16.7% | -3.3% | -13.4% | -11.3% |
| 3M | -8.7% | -2.4% | -6.3% | -4.0% |
| 6M | +10.0% | +2.6% | +7.4% | +8.7% |
| YTD | +10.7% | +11.2% | -0.5% | -2.3% |
| 1Y | +44.8% | +13.4% | +31.4% | +24.9% |
| 3Y | +167.2% | +79.9% | +87.3% | +2.3% |
| All | +167.2% | +78.0% | +89.2% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling