+48.6%
ECBK vs SPY
+99.9%
-51.3%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.0% |
| 7D | -8.8% | -0.9% | -7.9% | -8.4% |
| 30D | +0.6% | -2.4% | +3.0% | +1.6% |
| 3M | +3.6% | -1.2% | +4.8% | +4.2% |
| 6M | +14.4% | +3.3% | +11.1% | +13.1% |
| YTD | +20.4% | +12.3% | +8.1% | +15.3% |
| 1Y | +20.1% | +12.4% | +7.7% | +14.9% |
| 3Y | +94.8% | +78.8% | +16.0% | +57.4% |
| All | +48.6% | +99.9% | -51.3% | +16.0% |
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