+49.2%
ECON vs SPY
+81.8%
-32.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.8% |
| 7D | +2.5% | +0.5% | +1.9% | +2.1% |
| 30D | +5.9% | -0.9% | +6.8% | +6.6% |
| 3M | +4.8% | +3.9% | +1.0% | +2.2% |
| 6M | +26.0% | +14.5% | +11.5% | +15.2% |
| YTD | +33.2% | +12.9% | +20.2% | +23.0% |
| 1Y | +47.1% | +19.4% | +27.8% | +31.1% |
| 3Y | +86.8% | +78.5% | +8.3% | +27.0% |
| 5Y | +49.2% | +81.8% | -32.5% | 0.0% |
| All | +49.2% | +81.8% | -32.5% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling