+55.2%
ECAT vs SPY
+86.8%
-31.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -0.8% | +0.1% | -1.0% | -0.9% |
| 30D | +0.2% | +0.1% | +0.1% | +0.1% |
| 3M | +2.7% | +2.0% | +0.7% | +1.2% |
| 6M | +14.6% | +13.0% | +1.6% | +4.5% |
| YTD | +14.4% | +13.5% | +0.9% | +4.0% |
| 1Y | +14.4% | +20.0% | -5.6% | -0.3% |
| 3Y | +72.0% | +77.2% | -5.2% | +10.3% |
| All | +55.2% | +86.8% | -31.6% | -4.4% |
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