+484.2%
ERX vs SPY
+79.8%
+404.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.5% |
| 7D | +0.9% | -2.0% | +2.8% | +3.2% |
| 30D | +12.7% | -1.7% | +14.4% | +14.7% |
| 3M | +22.8% | +4.7% | +18.1% | +14.8% |
| 6M | +32.6% | +12.5% | +20.1% | +11.3% |
| YTD | +101.2% | +11.7% | +89.5% | +69.9% |
| 1Y | +103.7% | +17.5% | +86.2% | +60.2% |
| 3Y | +73.0% | +76.6% | -3.6% | -20.5% |
| 5Y | +484.2% | +82.0% | +402.1% | +156.8% |
| All | +484.2% | +79.8% | +404.4% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling