+850.5%
ECL vs SPXU
-100.0%
+950.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | -0.6% |
| 7D | -2.3% | +1.5% | -3.8% | -1.4% |
| 30D | +8.3% | +6.4% | +1.9% | +11.0% |
| 3M | +8.4% | +4.2% | +4.2% | +10.6% |
| 6M | +23.3% | -7.8% | +31.0% | +21.7% |
| YTD | +18.2% | -27.5% | +45.8% | +9.5% |
| 1Y | +18.8% | -27.1% | +45.9% | +10.5% |
| 3Y | +78.5% | -80.8% | +159.3% | +16.9% |
| 5Y | +40.1% | -84.1% | +124.2% | +0.7% |
| 10Y | +196.5% | -99.5% | +296.0% | -0.3% |
| All | +850.5% | -100.0% | +950.5% | +41.5% |
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