+370.1%
EC vs SPY
+311.8%
+58.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | -1.1% |
| 7D | -3.9% | -0.9% | -3.0% | -3.1% |
| 30D | -11.2% | -2.4% | -8.9% | -9.3% |
| 3M | -10.1% | -1.2% | -8.9% | -9.5% |
| 6M | +19.6% | +3.3% | +16.3% | +14.4% |
| YTD | +60.3% | +12.3% | +48.0% | +39.0% |
| 1Y | +57.9% | +12.4% | +45.5% | +36.5% |
| 3Y | +84.7% | +78.8% | +5.9% | -7.2% |
| 5Y | +97.1% | +75.2% | +21.9% | -1.0% |
| 10Y | +370.1% | +311.1% | +59.0% | -8.1% |
| All | +370.1% | +311.8% | +58.3% | -8.1% |
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