+47.3%
ECBK vs SPY
+102.2%
-54.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.5% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +0.6% | +0.1% | +0.6% | +0.6% |
| 3M | +14.9% | +2.0% | +12.9% | +14.0% |
| 6M | +19.6% | +13.0% | +6.5% | +14.2% |
| YTD | +19.4% | +13.5% | +5.8% | +13.7% |
| 1Y | +22.2% | +20.0% | +2.3% | +14.1% |
| 3Y | +73.0% | +77.2% | -4.2% | +39.8% |
| All | +47.3% | +102.2% | -54.9% | +14.4% |
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