+1,881.3%
ECF vs SPY
+3,091.8%
-1,210.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -2.5% | +0.1% | -2.6% | -2.5% |
| 3M | -7.3% | +2.0% | -9.3% | -8.2% |
| 6M | +9.4% | +13.0% | -3.6% | +2.6% |
| YTD | +9.3% | +13.5% | -4.3% | +2.2% |
| 1Y | +22.3% | +20.0% | +2.4% | +11.2% |
| 3Y | +74.7% | +77.2% | -2.5% | +28.1% |
| 5Y | +23.1% | +81.9% | -58.7% | -11.4% |
| 10Y | +195.3% | +314.1% | -118.8% | +44.0% |
| All | +1,881.3% | +3,091.8% | -1,210.5% | +418.9% |
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