+120.3%
EC vs SPY
+77.4%
+43.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | +5.2% | +0.1% | +5.2% | +5.2% |
| 3M | +10.3% | +2.0% | +8.3% | +8.9% |
| 6M | +56.2% | +13.0% | +43.2% | +44.8% |
| YTD | +80.7% | +13.5% | +67.2% | +67.0% |
| 1Y | +100.3% | +20.0% | +80.3% | +77.6% |
| All | +120.3% | +77.4% | +43.0% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling