-37.1%
ECNS vs SPY
+72.1%
-109.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -3.4% | +2.6% | -6.0% | -5.0% |
| 30D | -3.6% | -2.0% | -1.7% | -2.5% |
| 3M | -11.7% | -2.8% | -8.9% | -10.1% |
| 6M | -23.3% | +2.1% | -25.5% | -24.5% |
| YTD | -19.8% | +11.5% | -31.3% | -25.3% |
| 1Y | -24.5% | +13.5% | -38.0% | -30.5% |
| 3Y | +12.5% | +77.7% | -65.2% | -23.1% |
| All | -37.1% | +72.1% | -109.3% | -56.8% |
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 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