+333.0%
EC vs SPY
+315.0%
+18.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -2.0% |
| 7D | -3.5% | +0.1% | -3.5% | -3.8% |
| 30D | -7.9% | -3.3% | -4.5% | -5.0% |
| 3M | -7.0% | -2.4% | -4.6% | -5.2% |
| 6M | +23.5% | +2.6% | +20.9% | +19.0% |
| YTD | +63.5% | +11.2% | +52.3% | +43.2% |
| 1Y | +65.2% | +13.4% | +51.8% | +41.4% |
| 3Y | +89.7% | +79.9% | +9.8% | -5.5% |
| 5Y | +95.8% | +72.2% | +23.6% | +0.4% |
| 10Y | +333.0% | +307.3% | +25.7% | -16.6% |
| All | +333.0% | +315.0% | +18.0% | -16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling