+21.1%
ECC vs SPY
+311.3%
-290.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.2% |
| 7D | +0.8% | +0.5% | +0.2% | +0.3% |
| 30D | +2.4% | -0.9% | +3.3% | +3.1% |
| 3M | +1.1% | +3.9% | -2.8% | -2.0% |
| 6M | +8.8% | +14.5% | -5.7% | -2.4% |
| YTD | -20.3% | +12.9% | -33.2% | -27.6% |
| 1Y | -33.4% | +19.4% | -52.8% | -42.2% |
| 3Y | -27.9% | +78.5% | -106.3% | -55.2% |
| 5Y | -22.5% | +81.8% | -104.3% | -53.9% |
| 10Y | +21.1% | +311.5% | -290.4% | -60.2% |
| All | +21.1% | +311.3% | -290.2% | -60.2% |
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