+106.5%
ECPG vs SPY
+79.8%
+26.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.1% |
| 7D | +1.0% | -2.0% | +3.0% | +2.7% |
| 30D | +4.8% | -1.7% | +6.4% | +6.3% |
| 3M | +22.1% | +4.7% | +17.4% | +17.5% |
| 6M | +44.4% | +12.5% | +31.9% | +30.7% |
| YTD | +80.2% | +11.7% | +68.5% | +63.9% |
| 1Y | +127.0% | +17.5% | +109.5% | +98.0% |
| 3Y | +112.0% | +76.6% | +35.4% | +42.4% |
| 5Y | +106.5% | +82.0% | +24.4% | +35.3% |
| All | +106.5% | +79.8% | +26.7% | +35.3% |
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 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