-96.9%
ECOR vs SPY
+215.6%
-312.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | +41.0% | +0.1% | +41.0% | +41.2% |
| 3M | -7.3% | +2.0% | -9.3% | -9.5% |
| 6M | +15.5% | +13.0% | +2.5% | +0.2% |
| YTD | +105.4% | +13.5% | +91.8% | +78.1% |
| 1Y | +87.0% | +20.0% | +67.0% | +52.6% |
| 3Y | +64.2% | +77.2% | -13.0% | -17.1% |
| 5Y | -40.4% | +81.9% | -122.3% | -71.7% |
| All | -96.9% | +215.6% | -312.5% | -99.3% |
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