+128.7%
ERTH vs SPY
+690.3%
-561.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | -1.7% |
| 7D | +2.2% | +0.1% | +2.1% | +2.0% |
| 30D | 0.0% | -3.3% | +3.3% | +3.6% |
| 3M | -10.5% | -2.4% | -8.1% | -8.2% |
| 6M | -15.0% | +2.6% | -17.6% | -17.4% |
| YTD | -9.1% | +11.2% | -20.3% | -19.2% |
| 1Y | -10.5% | +13.4% | -23.9% | -22.0% |
| 3Y | +9.1% | +79.9% | -70.8% | -43.5% |
| 5Y | -36.7% | +72.2% | -108.9% | -65.6% |
| 10Y | +69.6% | +307.3% | -237.7% | -65.8% |
| All | +128.7% | +690.3% | -561.6% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling