+64.9%
ECON vs SPY
+78.4%
-13.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.5% |
| 7D | -1.0% | -0.6% | -0.4% | -0.4% |
| 30D | -9.0% | -3.7% | -5.4% | -5.9% |
| 3M | -6.2% | -2.7% | -3.4% | -3.7% |
| 6M | -8.3% | +2.2% | -10.4% | -9.2% |
| YTD | +16.9% | +10.8% | +6.1% | +9.1% |
| 1Y | +16.7% | +11.2% | +5.5% | +8.7% |
| 3Y | +64.9% | +76.5% | -11.6% | +9.8% |
| All | +64.9% | +78.4% | -13.5% | +9.8% |
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