+77.7%
ERX vs SPY
+75.5%
+2.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.7% |
| 7D | +0.9% | -2.0% | +2.8% | +2.7% |
| 30D | +12.7% | -1.7% | +14.4% | +14.3% |
| 3M | +22.8% | +4.7% | +18.1% | +16.0% |
| 6M | +32.6% | +12.5% | +20.1% | +14.0% |
| YTD | +101.2% | +11.7% | +89.5% | +74.0% |
| 1Y | +103.7% | +17.5% | +86.2% | +64.0% |
| All | +77.7% | +75.5% | +2.2% | -7.6% |
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