+304.1%
ECO vs SPY
+79.8%
+224.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | +6.8% | +0.1% | +6.7% | +6.8% |
| 30D | +28.6% | +0.1% | +28.5% | +28.6% |
| 3M | +64.1% | +2.0% | +62.1% | +62.3% |
| 6M | +59.3% | +13.0% | +46.3% | +49.0% |
| YTD | +146.3% | +13.5% | +132.8% | +129.8% |
| 1Y | +202.5% | +20.0% | +182.6% | +173.2% |
| 3Y | +308.3% | +77.2% | +231.1% | +198.0% |
| All | +304.1% | +79.8% | +224.3% | +194.6% |
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