+17.5%
ECH vs SPY
+622.4%
-604.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.7% |
| 7D | +2.9% | -2.7% | +5.6% | +5.2% |
| 30D | -4.5% | -5.4% | +0.9% | -0.1% |
| 3M | -13.5% | -4.1% | -9.4% | -10.5% |
| 6M | -13.6% | +0.7% | -14.3% | -14.1% |
| YTD | -10.1% | +8.7% | -18.8% | -15.6% |
| 1Y | +3.4% | +10.9% | -7.5% | -4.5% |
| 3Y | +52.0% | +75.0% | -23.0% | -3.9% |
| 5Y | +66.7% | +67.8% | -1.0% | +8.2% |
| 10Y | +25.8% | +312.9% | -287.0% | -61.1% |
| All | +17.5% | +622.4% | -604.9% | -76.0% |
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