+158.1%
EC vs SPY
+806.9%
-648.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | +4.5% | +0.1% | +4.4% | +4.4% |
| 30D | +5.2% | +0.1% | +5.2% | +5.1% |
| 3M | +10.3% | +2.0% | +8.3% | +7.7% |
| 6M | +56.2% | +13.0% | +43.2% | +37.3% |
| YTD | +80.7% | +13.5% | +67.2% | +58.2% |
| 1Y | +100.3% | +20.0% | +80.3% | +65.7% |
| 3Y | +121.4% | +77.2% | +44.3% | +23.8% |
| 5Y | +137.6% | +81.9% | +55.8% | +26.6% |
| 10Y | +368.9% | +314.1% | +54.8% | +23.1% |
| All | +158.1% | +806.9% | -648.9% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling