+18.3%
ECOR vs SPY
+75.1%
-56.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +0.3% | -17.9% | -18.0% |
| 7D | -3.6% | -2.7% | -0.9% | -0.9% |
| 30D | -25.4% | -5.4% | -20.0% | -20.7% |
| 3M | +8.2% | -4.1% | +12.3% | +13.6% |
| 6M | +8.9% | +0.7% | +8.2% | +8.6% |
| YTD | +61.6% | +8.7% | +53.0% | +49.3% |
| 1Y | +24.1% | +10.9% | +13.3% | +12.9% |
| 3Y | +18.3% | +75.0% | -56.7% | -3.1% |
| All | +18.3% | +75.1% | -56.8% | -3.1% |
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