-92.0%
ECX vs SPY
+104.9%
-196.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -3.5% |
| 7D | -22.8% | +0.1% | -22.8% | -23.3% |
| 30D | -7.8% | -3.3% | -4.5% | -6.9% |
| 3M | -29.1% | -2.4% | -26.7% | -28.8% |
| 6M | -31.6% | +2.6% | -34.1% | -32.7% |
| YTD | -54.6% | +11.2% | -65.9% | -57.0% |
| 1Y | -66.5% | +13.4% | -79.9% | -68.5% |
| 3Y | -79.2% | +79.9% | -159.1% | -82.6% |
| 5Y | -92.0% | +72.2% | -164.2% | -93.4% |
| All | -92.0% | +104.9% | -196.9% | -93.3% |
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