+40.1%
ECL vs SPXS
-83.8%
+123.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | -0.5% |
| 7D | -2.3% | +1.5% | -3.7% | -1.5% |
| 30D | +8.3% | +6.3% | +2.0% | +10.7% |
| 3M | +8.4% | +4.2% | +4.2% | +10.4% |
| 6M | +23.3% | -7.9% | +31.2% | +21.8% |
| YTD | +18.2% | -27.5% | +45.7% | +10.3% |
| 1Y | +18.8% | -27.0% | +45.8% | +11.2% |
| 3Y | +78.5% | -80.5% | +159.0% | +18.0% |
| 5Y | +40.1% | -84.0% | +124.0% | -0.4% |
| All | +40.1% | -83.8% | +123.9% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling