-62.0%
ERX vs SPY
+1,132.2%
-1,194.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +3.9% |
| 7D | +0.2% | +0.5% | -0.4% | -1.5% |
| 30D | +26.1% | -0.9% | +27.0% | +28.7% |
| 3M | +22.3% | +3.9% | +18.4% | +5.5% |
| 6M | +27.9% | +14.5% | +13.4% | -20.7% |
| YTD | +100.9% | +12.9% | +88.0% | +28.4% |
| 1Y | +112.5% | +19.4% | +93.2% | +13.9% |
| 3Y | +72.7% | +78.5% | -5.7% | -74.6% |
| 5Y | +484.9% | +81.8% | +403.1% | -30.2% |
| 10Y | -60.9% | +311.5% | -372.5% | -99.4% |
| All | -62.0% | +1,132.2% | -1,194.3% | -100.0% |
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