-44.6%
ECHX vs SPY
+9.4%
-54.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +0.3% | +9.8% | +9.1% |
| 7D | -6.5% | -2.7% | -3.8% | +3.4% |
| 30D | -11.1% | -5.4% | -5.7% | +9.0% |
| 3M | +7.0% | -4.1% | +11.1% | +26.5% |
| 6M | -55.0% | +0.7% | -55.7% | -52.9% |
| YTD | -49.0% | +8.7% | -57.7% | -53.5% |
| All | -44.6% | +9.4% | -54.0% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling