-22.7%
ECC vs SPY
+315.0%
-337.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -2.3% |
| 7D | -13.9% | +0.1% | -13.9% | -13.6% |
| 30D | -24.1% | -3.3% | -20.8% | -21.8% |
| 3M | -37.6% | -2.4% | -35.2% | -36.2% |
| 6M | -40.6% | +2.6% | -43.1% | -41.7% |
| YTD | -51.4% | +11.2% | -62.6% | -55.3% |
| 1Y | -53.0% | +13.4% | -66.4% | -57.4% |
| 3Y | -53.9% | +79.9% | -133.8% | -71.5% |
| 5Y | -55.4% | +72.2% | -127.5% | -72.0% |
| 10Y | -22.7% | +307.3% | -330.1% | -72.4% |
| All | -22.7% | +315.0% | -337.8% | -72.4% |
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 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