+153.2%
ECL vs SPY
+311.3%
-158.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | -0.8% | +0.5% | -1.3% | -1.3% |
| 30D | -2.5% | -0.9% | -1.5% | -1.7% |
| 3M | +8.3% | +3.9% | +4.5% | +4.2% |
| 6M | -1.1% | +14.5% | -15.6% | -13.5% |
| YTD | +6.5% | +12.9% | -6.4% | -5.6% |
| 1Y | +2.1% | +19.4% | -17.3% | -14.4% |
| 3Y | +57.6% | +78.5% | -20.8% | -13.8% |
| 5Y | +28.1% | +81.8% | -53.7% | -31.2% |
| 10Y | +153.2% | +311.5% | -158.3% | -40.6% |
| All | +153.2% | +311.3% | -158.1% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling