+61.3%
ECON vs SPY
+318.9%
-257.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.8% |
| 7D | -1.4% | -2.0% | +0.6% | +0.2% |
| 30D | +3.7% | -1.7% | +5.4% | +5.1% |
| 3M | +4.0% | +4.7% | -0.8% | +0.5% |
| 6M | +20.2% | +12.5% | +7.7% | +10.5% |
| YTD | +29.8% | +11.7% | +18.1% | +20.1% |
| 1Y | +41.2% | +17.5% | +23.7% | +25.9% |
| 3Y | +82.1% | +76.6% | +5.5% | +17.9% |
| 5Y | +45.7% | +82.0% | -36.3% | -8.8% |
| All | +61.3% | +318.9% | -257.6% | -56.3% |
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 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