+203.0%
ECO vs SPY
+17.2%
+185.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | +4.8% | -2.0% | +6.8% | +5.7% |
| 30D | +31.0% | -1.7% | +32.6% | +31.9% |
| 3M | +61.7% | +4.7% | +57.0% | +59.0% |
| 6M | +67.9% | +12.5% | +55.4% | +59.5% |
| YTD | +151.4% | +11.7% | +139.7% | +139.9% |
| 1Y | +203.0% | +17.5% | +185.5% | +174.0% |
| All | +203.0% | +17.2% | +185.8% | +174.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling