-40.8%
ECHX vs SPY
+12.7%
-53.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.4% | -7.5% | -6.7% |
| 7D | +17.6% | +3.3% | +14.3% | +5.9% |
| 30D | +8.9% | -2.7% | +11.6% | +21.6% |
| 3M | +2.1% | -1.7% | +3.8% | +11.3% |
| 6M | -54.4% | +3.1% | -57.5% | -55.9% |
| YTD | -45.5% | +11.9% | -57.4% | -54.9% |
| All | -40.8% | +12.7% | -53.5% | -51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling