+7,469.2%
ECL vs SPG
+5,256.9%
+2,212.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -2.6% | -2.4% | -0.2% | -1.9% |
| 30D | -2.2% | -6.8% | +4.7% | -0.1% |
| 3M | +10.1% | +2.7% | +7.4% | +9.3% |
| 6M | -5.7% | +5.5% | -11.2% | -7.2% |
| YTD | +7.0% | +15.7% | -8.7% | +2.4% |
| 1Y | +2.7% | +20.9% | -18.2% | -3.0% |
| 3Y | +57.7% | +112.4% | -54.7% | +25.2% |
| 5Y | +31.1% | +101.4% | -70.2% | +4.8% |
| 10Y | +150.9% | +60.6% | +90.2% | +91.8% |
| All | +7,469.2% | +5,256.9% | +2,212.3% | +2,353.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling