+958.0%
ECPG vs SPY
+777.7%
+180.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +2.1% |
| 7D | +6.3% | +0.5% | +5.7% | +5.7% |
| 30D | -1.3% | -0.9% | -0.4% | -0.4% |
| 3M | +23.1% | +3.9% | +19.2% | +18.7% |
| 6M | +39.9% | +14.5% | +25.3% | +22.5% |
| YTD | +81.9% | +12.9% | +69.0% | +61.4% |
| 1Y | +120.5% | +19.4% | +101.1% | +85.6% |
| 3Y | +114.0% | +78.5% | +35.5% | +25.2% |
| 5Y | +106.6% | +81.8% | +24.9% | +15.0% |
| 10Y | +337.4% | +311.5% | +25.9% | +12.0% |
| All | +958.0% | +777.7% | +180.3% | +16.1% |
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