+66.0%
ERTH vs SPY
+304.1%
-238.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.3% |
| 7D | -0.1% | -0.6% | +0.5% | +0.4% |
| 30D | -1.7% | -3.7% | +2.0% | +1.9% |
| 3M | -11.1% | -2.7% | -8.4% | -8.7% |
| 6M | -16.4% | +2.2% | -18.6% | -18.2% |
| YTD | -10.6% | +10.8% | -21.4% | -19.2% |
| 1Y | -13.6% | +11.2% | -24.8% | -22.2% |
| 3Y | +7.8% | +76.5% | -68.7% | -39.2% |
| 5Y | -37.2% | +72.9% | -110.1% | -63.7% |
| 10Y | +66.0% | +304.8% | -238.8% | -59.3% |
| All | +66.0% | +304.1% | -238.1% | -59.3% |
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 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