+146.1%
ERTH vs SPY
+706.7%
-560.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -2.4% | +0.1% | -2.5% | -2.5% |
| 3M | -9.1% | +2.0% | -11.1% | -11.0% |
| 6M | -2.8% | +13.0% | -15.8% | -14.9% |
| YTD | -2.2% | +13.5% | -15.7% | -14.8% |
| 1Y | +4.0% | +20.0% | -16.0% | -14.7% |
| 3Y | -1.8% | +77.2% | -79.0% | -48.1% |
| 5Y | -28.4% | +81.9% | -110.2% | -63.3% |
| 10Y | +74.7% | +314.1% | -239.3% | -65.3% |
| All | +146.1% | +706.7% | -560.5% | -77.8% |
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