+12.5%
ECNS vs SPY
+78.1%
-65.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -3.4% | +2.6% | -6.0% | -4.9% |
| 30D | -3.6% | -2.0% | -1.7% | -2.5% |
| 3M | -11.7% | -2.8% | -8.9% | -10.2% |
| 6M | -23.3% | +2.1% | -25.5% | -24.4% |
| YTD | -19.8% | +11.5% | -31.3% | -25.1% |
| 1Y | -24.5% | +13.5% | -38.0% | -30.2% |
| 3Y | +12.5% | +77.7% | -65.2% | -24.8% |
| All | +12.5% | +78.1% | -65.6% | -24.8% |
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 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