-38.8%
ECHX vs SPY
+12.3%
-51.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.7% | +4.6% |
| 7D | +10.4% | +2.6% | +7.8% | +1.6% |
| 30D | +22.5% | -2.0% | +24.5% | +33.2% |
| 3M | +7.4% | -2.8% | +10.2% | +21.2% |
| 6M | -55.6% | +2.1% | -57.7% | -56.0% |
| YTD | -43.7% | +11.5% | -55.2% | -52.8% |
| All | -38.8% | +12.3% | -51.1% | -49.6% |
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 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