+39.7%
ECC vs SPY
+384.9%
-345.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +3.2% | +0.1% | +3.1% | +3.1% |
| 3M | +0.1% | +2.0% | -1.8% | -1.4% |
| 6M | +9.6% | +13.0% | -3.4% | +0.2% |
| YTD | -20.1% | +13.5% | -33.6% | -27.1% |
| 1Y | -34.7% | +20.0% | -54.7% | -42.9% |
| 3Y | -27.7% | +77.2% | -104.9% | -52.9% |
| 5Y | -21.1% | +81.9% | -103.0% | -50.7% |
| 10Y | +18.9% | +314.1% | -295.2% | -55.0% |
| All | +39.7% | +384.9% | -345.2% | -49.6% |
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