+202.3%
ECL vs SPY
+307.0%
-104.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | +2.9% | +2.6% | +0.3% | +0.4% |
| 30D | +7.5% | -2.0% | +9.5% | +9.3% |
| 3M | +12.2% | -2.8% | +15.0% | +15.0% |
| 6M | +24.6% | +2.1% | +22.4% | +21.3% |
| YTD | +18.8% | +11.5% | +7.3% | +6.3% |
| 1Y | +19.3% | +13.5% | +5.9% | +4.9% |
| 3Y | +78.2% | +77.7% | +0.5% | -2.4% |
| 5Y | +38.8% | +72.6% | -33.8% | -21.6% |
| All | +202.3% | +307.0% | -104.8% | -25.0% |
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