+854.9%
ECL vs SPXU
-100.0%
+954.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +2.0% |
| 7D | +2.9% | -7.6% | +10.4% | +0.5% |
| 30D | +7.5% | +5.3% | +2.2% | +9.8% |
| 3M | +12.2% | +9.6% | +2.6% | +16.3% |
| 6M | +24.6% | -4.5% | +29.1% | +24.3% |
| YTD | +18.8% | -25.9% | +44.6% | +10.8% |
| 1Y | +19.3% | -28.9% | +48.2% | +10.1% |
| 3Y | +78.2% | -80.5% | +158.7% | +17.4% |
| 5Y | +38.8% | -83.4% | +122.2% | +1.2% |
| 10Y | +197.8% | -99.5% | +297.3% | +0.9% |
| All | +854.9% | -100.0% | +954.9% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling