+68.8%
EC vs SPY
+9.9%
+58.9%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -9.5% | -2.7% | -6.8% | -9.8% |
| 30D | -6.5% | -5.4% | -1.1% | -7.4% |
| 3M | -10.6% | -4.1% | -6.5% | -11.1% |
| 6M | +16.4% | +0.7% | +15.7% | +17.3% |
| YTD | +62.9% | +8.7% | +54.2% | +69.5% |
| 1Y | +68.8% | +10.9% | +57.9% | +75.9% |
| All | +68.8% | +9.9% | +58.9% | +75.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling