-97.4%
ECOR vs SPY
+208.0%
-305.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +8.0% |
| 7D | +6.8% | -0.6% | +7.4% | +7.0% |
| 30D | -20.1% | -3.7% | -16.4% | -16.5% |
| 3M | -13.8% | -2.7% | -11.1% | -10.9% |
| 6M | +20.4% | +2.2% | +18.3% | +17.5% |
| YTD | +72.1% | +10.8% | +61.3% | +53.6% |
| 1Y | +24.1% | +11.2% | +12.9% | +10.6% |
| 3Y | +34.5% | +76.5% | -42.0% | -31.2% |
| 5Y | -44.4% | +72.9% | -117.3% | -71.7% |
| All | -97.4% | +208.0% | -305.4% | -99.4% |
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