+47.6%
ECBK vs SPY
+98.5%
-51.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.8% |
| 7D | -3.1% | +2.6% | -5.7% | -4.1% |
| 30D | +4.2% | -2.0% | +6.1% | +5.0% |
| 3M | -0.3% | -2.8% | +2.5% | +0.9% |
| 6M | +14.0% | +2.1% | +11.9% | +13.2% |
| YTD | +19.6% | +11.5% | +8.1% | +14.8% |
| 1Y | +17.6% | +13.5% | +4.1% | +12.2% |
| 3Y | +90.7% | +77.7% | +13.0% | +54.5% |
| All | +47.6% | +98.5% | -51.0% | +15.5% |
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