-79.2%
ECX vs SPY
+78.0%
-157.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -4.2% |
| 7D | -22.8% | +0.1% | -22.8% | -23.7% |
| 30D | -7.8% | -3.3% | -4.5% | -6.3% |
| 3M | -29.1% | -2.4% | -26.7% | -28.6% |
| 6M | -31.6% | +2.6% | -34.1% | -33.8% |
| YTD | -54.6% | +11.2% | -65.9% | -59.1% |
| 1Y | -66.5% | +13.4% | -79.9% | -70.3% |
| 3Y | -79.2% | +79.9% | -159.1% | -89.8% |
| All | -79.2% | +78.0% | -157.2% | -89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling