+78.2%
ECL vs SPXU
-80.6%
+158.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.8% |
| 7D | +2.9% | -7.6% | +10.4% | +1.5% |
| 30D | +7.5% | +5.3% | +2.2% | +8.9% |
| 3M | +12.2% | +9.6% | +2.6% | +14.7% |
| 6M | +24.6% | -4.5% | +29.1% | +24.5% |
| YTD | +18.8% | -25.9% | +44.6% | +13.8% |
| 1Y | +19.3% | -28.9% | +48.2% | +13.6% |
| 3Y | +78.2% | -80.5% | +158.7% | +35.9% |
| All | +78.2% | -80.6% | +158.8% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 3y: compounded portfolio wealth divided by compounded SPXU 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…
3y analysis · Full analysis span regression · 6 months rolling