+37.8%
ECL vs SPG
+74.6%
-36.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.1% |
| 7D | -0.8% | +4.9% | -5.7% | -2.9% |
| 30D | +8.1% | +15.6% | -7.5% | +1.2% |
| 3M | +6.4% | +4.1% | +2.3% | +4.4% |
| 6M | +14.8% | +13.6% | +1.2% | +8.3% |
| YTD | +15.5% | +27.5% | -12.1% | +3.3% |
| 1Y | +20.1% | +32.2% | -12.1% | +5.8% |
| 3Y | +77.8% | +126.0% | -48.3% | +17.9% |
| All | +37.8% | +74.6% | -36.8% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling