+325.9%
ECO vs SPY
+78.7%
+247.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.8% |
| 7D | +2.9% | +0.5% | +2.4% | +2.6% |
| 30D | +23.4% | -0.9% | +24.3% | +24.1% |
| 3M | +59.5% | +3.9% | +55.6% | +56.3% |
| 6M | +66.2% | +14.5% | +51.7% | +54.2% |
| YTD | +141.2% | +12.9% | +128.3% | +125.6% |
| 1Y | +185.2% | +19.4% | +165.8% | +157.9% |
| 3Y | +325.9% | +78.5% | +247.5% | +206.7% |
| All | +325.9% | +78.7% | +247.2% | +206.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling