+99.8%
EC vs SPY
+74.0%
+25.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -1.4% | +3.3% | -4.7% | -3.3% |
| 30D | -12.6% | -2.7% | -9.9% | -11.3% |
| 3M | -9.7% | -1.7% | -7.9% | -9.0% |
| 6M | +17.1% | +3.1% | +14.0% | +14.3% |
| YTD | +60.5% | +11.9% | +48.6% | +47.9% |
| 1Y | +58.1% | +12.0% | +46.1% | +45.5% |
| 3Y | +84.9% | +78.2% | +6.7% | +22.1% |
| 5Y | +99.8% | +73.2% | +26.5% | +30.1% |
| All | +99.8% | +74.0% | +25.7% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling