-22.7%
ECC vs SPY
+307.0%
-329.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.4% | +9.8% | +9.7% |
| 7D | +3.6% | +2.6% | +1.0% | +1.4% |
| 30D | -16.1% | -2.0% | -14.1% | -14.5% |
| 3M | -36.0% | -2.8% | -33.2% | -34.4% |
| 6M | -36.5% | +2.1% | -38.7% | -37.5% |
| YTD | -49.5% | +11.5% | -60.9% | -53.6% |
| 1Y | -50.0% | +13.5% | -63.5% | -54.7% |
| 3Y | -52.2% | +77.7% | -129.9% | -70.2% |
| 5Y | -52.9% | +72.6% | -125.5% | -70.5% |
| All | -22.7% | +307.0% | -329.7% | -72.9% |
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