+108.9%
ECON vs SPY
+809.3%
-700.4%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.1% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | +5.1% | +0.1% | +5.0% | +5.0% |
| 3M | -0.5% | +2.0% | -2.5% | -1.9% |
| 6M | +21.0% | +13.0% | +8.0% | +9.6% |
| YTD | +32.6% | +13.5% | +19.1% | +19.7% |
| 1Y | +49.1% | +20.0% | +29.2% | +28.4% |
| 3Y | +80.8% | +77.2% | +3.6% | +9.2% |
| 5Y | +47.9% | +81.9% | -34.0% | -14.0% |
| 10Y | +61.4% | +314.1% | -252.7% | -60.3% |
| All | +108.9% | +809.3% | -700.4% | -77.9% |
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