+402.5%
ECO vs SPY
+76.5%
+326.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +6.7% | +2.6% | +4.1% | +5.3% |
| 30D | -7.2% | -2.0% | -5.2% | -6.3% |
| 3M | +39.0% | -2.8% | +41.7% | +40.8% |
| 6M | +84.9% | +2.1% | +82.8% | +82.4% |
| YTD | +206.3% | +11.5% | +194.8% | +188.1% |
| 1Y | +165.8% | +13.5% | +152.3% | +147.5% |
| 3Y | +348.5% | +77.7% | +270.8% | +233.1% |
| All | +402.5% | +76.5% | +326.0% | +269.3% |
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