+78.6%
ERTH vs SPY
+314.4%
-235.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.7% |
| 7D | +1.4% | +0.5% | +0.8% | +0.8% |
| 30D | -3.6% | -0.9% | -2.6% | -2.7% |
| 3M | -5.2% | +3.9% | -9.1% | -8.7% |
| 6M | -0.5% | +14.5% | -15.0% | -12.8% |
| YTD | -2.0% | +12.9% | -14.9% | -13.0% |
| 1Y | +2.3% | +19.4% | -17.1% | -13.9% |
| 3Y | +2.5% | +78.5% | -75.9% | -42.6% |
| 5Y | -27.0% | +81.8% | -108.7% | -59.8% |
| All | +78.6% | +314.4% | -235.8% | -57.0% |
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