-55.7%
ECC vs SPY
+67.4%
-123.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.6% |
| 7D | -12.8% | -2.7% | -10.1% | -11.2% |
| 30D | -23.8% | -5.4% | -18.4% | -21.2% |
| 3M | -37.7% | -4.1% | -33.6% | -36.1% |
| 6M | -39.8% | +0.7% | -40.5% | -39.8% |
| YTD | -51.2% | +8.7% | -59.9% | -53.1% |
| 1Y | -52.4% | +10.9% | -63.3% | -54.7% |
| 3Y | -54.5% | +75.0% | -129.5% | -64.9% |
| All | -55.7% | +67.4% | -123.1% | -66.4% |
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 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