+200.9%
ECL vs SPG
+115.6%
+85.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.3% | +2.7% | -5.0% | -3.1% |
| 30D | +8.3% | +16.6% | -8.3% | +3.1% |
| 3M | +8.4% | +8.1% | +0.4% | +5.8% |
| 6M | +23.3% | +19.3% | +3.9% | +16.5% |
| YTD | +18.2% | +31.1% | -12.9% | +8.4% |
| 1Y | +18.8% | +32.8% | -14.0% | +8.4% |
| 3Y | +78.5% | +135.8% | -57.3% | +34.4% |
| 5Y | +40.1% | +85.1% | -45.0% | +11.8% |
| All | +200.9% | +115.6% | +85.3% | +105.9% |
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