+72.3%
ECG vs SPY
+32.2%
+40.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +2.4% | +7.9% | +5.9% |
| 7D | -18.0% | +0.1% | -18.1% | -18.8% |
| 30D | -31.0% | -3.3% | -27.7% | -26.8% |
| 3M | -38.3% | -2.4% | -35.9% | -35.5% |
| 6M | -48.3% | +2.6% | -50.8% | -50.2% |
| YTD | -1.3% | +11.2% | -12.6% | -16.8% |
| 1Y | -13.7% | +13.4% | -27.1% | -28.8% |
| All | +72.3% | +32.2% | +40.1% | +20.7% |
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 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