+2.2%
ECL vs SPXS
-35.8%
+38.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.6% | -1.9% |
| 7D | -2.7% | +1.2% | -4.0% | -2.5% |
| 30D | -4.3% | +5.2% | -9.5% | -3.5% |
| 3M | +3.2% | -9.2% | +12.4% | +1.9% |
| 6M | -2.9% | -29.6% | +26.7% | -9.2% |
| YTD | +4.3% | -27.6% | +31.9% | -1.9% |
| All | +2.2% | -35.8% | +38.0% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling