+1,762.2%
ECF vs SPY
+2,954.7%
-1,192.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | -3.0% | -2.7% | -0.3% | -1.5% |
| 30D | -5.6% | -5.4% | -0.2% | -2.7% |
| 3M | -7.0% | -4.1% | -2.9% | -4.8% |
| 6M | -10.0% | +0.7% | -10.7% | -10.2% |
| YTD | +2.7% | +8.7% | -6.0% | -1.6% |
| 1Y | +2.5% | +10.9% | -8.4% | -2.8% |
| 3Y | +84.9% | +75.0% | +9.9% | +36.6% |
| 5Y | +19.1% | +67.8% | -48.6% | -10.4% |
| 10Y | +197.3% | +312.9% | -115.5% | +45.9% |
| All | +1,762.2% | +2,954.7% | -1,192.5% | +399.7% |
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