-62.1%
ECOR vs SPY
+72.1%
-134.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | -27.6% | +2.6% | -30.2% | -29.1% |
| 30D | -36.0% | -2.0% | -34.0% | -34.8% |
| 3M | -47.2% | -2.8% | -44.4% | -45.8% |
| 6M | -16.9% | +2.1% | -19.1% | -18.0% |
| YTD | +17.1% | +11.5% | +5.6% | +8.0% |
| 1Y | -8.1% | +13.5% | -21.5% | -16.2% |
| 3Y | -6.2% | +77.7% | -83.9% | -35.5% |
| All | -62.1% | +72.1% | -134.2% | -70.6% |
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 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