+36.1%
ECAT vs SPY
+84.1%
-48.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | -1.5% | +3.3% | -4.7% | -3.9% |
| 30D | -6.1% | -2.7% | -3.4% | -4.2% |
| 3M | -14.0% | -1.7% | -12.2% | -12.8% |
| 6M | -6.8% | +3.1% | -9.9% | -8.9% |
| YTD | +0.4% | +11.9% | -11.5% | -7.8% |
| 1Y | -2.8% | +12.0% | -14.8% | -10.8% |
| 3Y | +52.3% | +78.2% | -25.8% | -2.7% |
| 5Y | +39.2% | +73.2% | -34.1% | -12.6% |
| All | +36.1% | +84.1% | -48.0% | -15.2% |
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 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