+47.8%
ECBK vs SPY
+98.9%
-51.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -3.4% | -2.0% | -1.4% | -2.7% |
| 30D | +3.0% | -1.7% | +4.7% | +3.7% |
| 3M | +7.9% | +4.7% | +3.2% | +6.1% |
| 6M | +21.5% | +12.5% | +9.0% | +16.3% |
| YTD | +19.7% | +11.7% | +8.0% | +14.8% |
| 1Y | +26.5% | +17.5% | +9.0% | +19.0% |
| 3Y | +76.4% | +76.6% | -0.1% | +42.9% |
| All | +47.8% | +98.9% | -51.2% | +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