+330.8%
ECO vs SPY
+78.4%
+252.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.6% | +4.0% |
| 7D | +6.6% | -0.8% | +7.4% | +7.0% |
| 30D | +32.1% | -1.1% | +33.2% | +32.9% |
| 3M | +67.0% | +3.9% | +63.1% | +63.7% |
| 6M | +81.9% | +13.6% | +68.3% | +69.6% |
| YTD | +162.6% | +12.7% | +149.9% | +146.0% |
| 1Y | +208.8% | +17.5% | +191.2% | +182.0% |
| 3Y | +353.3% | +76.9% | +276.4% | +231.9% |
| All | +330.8% | +78.4% | +252.4% | +215.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling