+1,091.2%
ECL vs SPXS
-100.0%
+1,191.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +2.0% |
| 7D | +2.9% | -7.5% | +10.4% | +0.6% |
| 30D | +7.5% | +5.3% | +2.2% | +9.7% |
| 3M | +12.2% | +9.7% | +2.5% | +16.2% |
| 6M | +24.6% | -4.6% | +29.1% | +24.3% |
| YTD | +18.8% | -25.8% | +44.5% | +11.1% |
| 1Y | +19.3% | -28.8% | +48.1% | +10.5% |
| 3Y | +78.2% | -80.2% | +158.4% | +20.1% |
| 5Y | +38.8% | -83.2% | +122.0% | +3.0% |
| 10Y | +197.8% | -99.5% | +297.3% | +7.2% |
| All | +1,091.2% | -100.0% | +1,191.2% | +58.9% |
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