-7.7%
ECNS vs SPY
+773.4%
-781.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -3.4% | +2.6% | -6.0% | -5.2% |
| 30D | -3.6% | -2.0% | -1.7% | -2.3% |
| 3M | -11.7% | -2.8% | -8.9% | -9.9% |
| 6M | -23.3% | +2.1% | -25.5% | -24.7% |
| YTD | -19.8% | +11.5% | -31.3% | -26.2% |
| 1Y | -24.5% | +13.5% | -38.0% | -31.4% |
| 3Y | +12.5% | +77.7% | -65.2% | -27.8% |
| 5Y | -37.3% | +72.6% | -109.9% | -59.3% |
| 10Y | -7.2% | +308.2% | -315.3% | -71.7% |
| All | -7.7% | +773.4% | -781.1% | -87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling