+37.8%
ECAT vs SPY
+72.1%
-34.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.0% |
| 7D | -3.3% | +2.6% | -5.9% | -5.2% |
| 30D | -5.8% | -2.0% | -3.8% | -4.3% |
| 3M | -15.1% | -2.8% | -12.4% | -13.3% |
| 6M | -9.1% | +2.1% | -11.3% | -10.6% |
| YTD | -1.0% | +11.5% | -12.5% | -8.8% |
| 1Y | -2.9% | +13.5% | -16.4% | -11.8% |
| 3Y | +49.9% | +77.7% | -27.8% | -4.7% |
| All | +37.8% | +72.1% | -34.3% | -13.0% |
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 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