+1,085.8%
ECL vs SPXS
-100.0%
+1,185.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | -0.6% |
| 7D | -2.3% | +1.5% | -3.7% | -1.5% |
| 30D | +8.3% | +6.3% | +2.0% | +10.9% |
| 3M | +8.4% | +4.2% | +4.2% | +10.6% |
| 6M | +23.3% | -7.9% | +31.2% | +21.7% |
| YTD | +18.2% | -27.5% | +45.7% | +9.8% |
| 1Y | +18.8% | -27.0% | +45.8% | +10.8% |
| 3Y | +78.5% | -80.5% | +159.0% | +19.6% |
| 5Y | +40.1% | -84.0% | +124.0% | +2.5% |
| 10Y | +196.5% | -99.5% | +296.0% | +6.0% |
| All | +1,085.8% | -100.0% | +1,185.8% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling