-89.2%
ECX vs SPY
+107.0%
-196.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.4% | +5.2% |
| 7D | 0.0% | -0.4% | +0.4% | +0.2% |
| 30D | +1.0% | -1.4% | +2.3% | +1.6% |
| 3M | -14.5% | +3.7% | -18.2% | -16.1% |
| 6M | -35.0% | +13.0% | -48.0% | -38.3% |
| YTD | -38.4% | +12.4% | -50.8% | -41.5% |
| 1Y | -34.6% | +18.5% | -53.1% | -39.0% |
| 3Y | -71.2% | +77.6% | -148.8% | -75.8% |
| 5Y | -89.0% | +81.7% | -170.7% | -90.9% |
| All | -89.2% | +107.0% | -196.2% | -90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling