+34.2%
ECH vs SPY
+654.8%
-620.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -0.3% | +0.1% | -0.4% | -0.4% |
| 3M | +3.7% | +2.0% | +1.7% | +2.1% |
| 6M | +2.9% | +13.0% | -10.1% | -6.5% |
| YTD | +2.7% | +13.5% | -10.9% | -7.0% |
| 1Y | +24.6% | +20.0% | +4.7% | +8.1% |
| 3Y | +54.7% | +77.2% | -22.5% | -3.1% |
| 5Y | +76.3% | +81.9% | -5.6% | +7.1% |
| 10Y | +48.7% | +314.1% | -265.4% | -54.2% |
| All | +34.2% | +654.8% | -620.6% | -73.6% |
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