+54.8%
ECAT vs SPY
+85.8%
-31.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.2% |
| 7D | +0.3% | +0.5% | -0.3% | -0.2% |
| 30D | -1.5% | -0.9% | -0.6% | -0.8% |
| 3M | +4.6% | +3.9% | +0.8% | +1.7% |
| 6M | +16.1% | +14.5% | +1.6% | +4.8% |
| YTD | +14.1% | +12.9% | +1.2% | +4.1% |
| 1Y | +13.1% | +19.4% | -6.3% | -1.1% |
| 3Y | +74.1% | +78.5% | -4.3% | +11.0% |
| All | +54.8% | +85.8% | -31.0% | -4.2% |
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