+152.1%
ECL vs SPXS
-99.5%
+251.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | +0.4% |
| 7D | -2.6% | +6.4% | -9.0% | -0.7% |
| 30D | -4.6% | +6.0% | -10.6% | -2.8% |
| 3M | +6.0% | -11.6% | +17.6% | +2.4% |
| 6M | -3.0% | -28.7% | +25.8% | -11.7% |
| YTD | +4.0% | -26.3% | +30.3% | -3.9% |
| 1Y | +2.0% | -34.9% | +36.9% | -9.0% |
| 3Y | +53.9% | -79.5% | +133.4% | +1.4% |
| 5Y | +27.1% | -85.9% | +113.1% | -13.7% |
| All | +152.1% | -99.5% | +251.6% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPXS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling