+69.8%
ECOW vs SPY
+196.3%
-126.6%
-40.3%
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% | +0.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +1.3% | +0.1% | +1.3% | +1.3% |
| 3M | +2.2% | +2.0% | +0.2% | +0.9% |
| 6M | +5.0% | +13.0% | -8.0% | -2.5% |
| YTD | +14.9% | +13.5% | +1.4% | +6.5% |
| 1Y | +24.1% | +20.0% | +4.1% | +11.3% |
| 3Y | +66.0% | +77.2% | -11.2% | +16.9% |
| 5Y | +39.3% | +81.9% | -42.6% | -4.4% |
| All | +69.8% | +196.3% | -126.6% | -13.3% |
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