+760.0%
ECL vs SPXU
-100.0%
+860.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.5% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | -2.2% | +0.8% | -3.0% | -1.9% |
| 3M | +10.1% | -4.7% | +14.8% | +9.0% |
| 6M | -5.7% | -29.6% | +23.9% | -14.3% |
| YTD | +7.0% | -29.9% | +36.8% | -2.6% |
| 1Y | +2.7% | -39.1% | +41.7% | -10.0% |
| 3Y | +57.7% | -80.0% | +137.7% | +4.8% |
| 5Y | +31.1% | -86.0% | +117.2% | -9.7% |
| 10Y | +150.9% | -99.5% | +250.4% | -16.7% |
| All | +760.0% | -100.0% | +860.0% | +25.9% |
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 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