+8,070.9%
ECL vs SPG
+5,805.1%
+2,265.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | -0.8% | +4.9% | -5.7% | -2.1% |
| 30D | +8.1% | +15.6% | -7.5% | +3.6% |
| 3M | +6.4% | +4.1% | +2.3% | +5.1% |
| 6M | +14.8% | +13.6% | +1.2% | +10.5% |
| YTD | +15.5% | +27.5% | -12.1% | +7.4% |
| 1Y | +20.1% | +32.2% | -12.1% | +10.6% |
| 3Y | +77.8% | +126.0% | -48.3% | +38.5% |
| 5Y | +37.9% | +74.7% | -36.9% | +14.6% |
| 10Y | +202.7% | +112.8% | +89.8% | +113.8% |
| All | +8,070.9% | +5,805.1% | +2,265.8% | +2,473.7% |
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