-100.0%
ERY vs SPY
+1,129.6%
-1,229.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | +1.7% |
| 7D | -3.1% | -0.8% | -2.4% | -5.3% |
| 30D | -11.9% | -1.1% | -10.9% | -15.0% |
| 3M | -25.1% | +3.9% | -28.9% | -18.5% |
| 6M | -27.8% | +13.6% | -41.4% | -2.1% |
| YTD | -56.0% | +12.7% | -68.7% | -42.0% |
| 1Y | -57.5% | +17.5% | -75.0% | -36.8% |
| 3Y | -61.3% | +76.9% | -138.2% | +110.1% |
| 5Y | -94.2% | +83.6% | -177.8% | -63.0% |
| 10Y | -98.5% | +320.7% | -419.2% | +489.4% |
| All | -100.0% | +1,129.6% | -1,229.6% | +1,505.0% |
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