-34.0%
ECNS vs SPY
+79.8%
-113.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.4% |
| 7D | -3.2% | -2.0% | -1.2% | -1.9% |
| 30D | -4.8% | -1.7% | -3.1% | -3.7% |
| 3M | -6.1% | +4.7% | -10.8% | -8.8% |
| 6M | -17.2% | +12.5% | -29.7% | -23.2% |
| YTD | -13.1% | +11.7% | -24.8% | -19.1% |
| 1Y | -22.9% | +17.5% | -40.4% | -30.4% |
| 3Y | +20.6% | +76.6% | -55.9% | -17.0% |
| 5Y | -34.0% | +82.0% | -116.0% | -55.7% |
| All | -34.0% | +79.8% | -113.7% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling