+75.0%
ECG vs SPY
+31.7%
+43.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.2% |
| 7D | -24.0% | -0.6% | -23.4% | -23.8% |
| 30D | -30.0% | -3.7% | -26.3% | -25.2% |
| 3M | -35.0% | -2.7% | -32.3% | -31.7% |
| 6M | -47.5% | +2.2% | -49.7% | -49.1% |
| YTD | +0.2% | +10.8% | -10.6% | -15.0% |
| 1Y | -15.0% | +11.2% | -26.2% | -27.7% |
| All | +75.0% | +31.7% | +43.3% | +23.4% |
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 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