+153.2%
ECL vs SPG
+61.5%
+91.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -2.5% | -4.9% | +2.5% | -0.9% |
| 3M | +8.3% | +3.3% | +5.0% | +7.2% |
| 6M | -1.1% | +11.2% | -12.3% | -4.4% |
| YTD | +6.5% | +17.1% | -10.5% | +1.2% |
| 1Y | +2.1% | +21.6% | -19.5% | -4.2% |
| 3Y | +57.6% | +111.9% | -54.3% | +22.9% |
| 5Y | +28.1% | +106.9% | -78.9% | -0.6% |
| 10Y | +153.2% | +62.2% | +91.0% | +95.4% |
| All | +153.2% | +61.5% | +91.7% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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