+37.7%
ECOR vs SPY
+79.4%
-41.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.6% |
| 7D | -8.2% | -0.9% | -7.3% | -7.8% |
| 30D | -16.9% | -2.4% | -14.6% | -14.8% |
| 3M | -15.5% | -1.2% | -14.3% | -14.3% |
| 6M | +16.6% | +3.3% | +13.3% | +12.8% |
| YTD | +71.9% | +12.3% | +59.6% | +52.6% |
| 1Y | +22.4% | +12.4% | +9.9% | +8.7% |
| All | +37.7% | +79.4% | -41.7% | -1.6% |
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