+120.5%
EBC vs SPY
+136.6%
-16.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | +1.8% | -0.6% | +2.3% | +2.2% |
| 30D | +9.8% | -3.7% | +13.5% | +13.3% |
| 3M | +1.4% | -2.7% | +4.1% | +3.6% |
| 6M | +16.8% | +2.2% | +14.6% | +14.2% |
| YTD | +28.0% | +10.8% | +17.2% | +16.4% |
| 1Y | +36.5% | +11.2% | +25.3% | +23.8% |
| 3Y | +120.5% | +76.5% | +44.1% | +37.3% |
| 5Y | +26.3% | +72.9% | -46.6% | -20.8% |
| All | +120.5% | +136.6% | -16.0% | +19.7% |
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