+77.8%
ECL vs SPY
+75.1%
+2.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -0.8% | -2.7% | +1.9% | +0.7% |
| 30D | +8.1% | -5.4% | +13.5% | +11.3% |
| 3M | +6.4% | -4.1% | +10.4% | +8.6% |
| 6M | +14.8% | +0.7% | +14.1% | +13.9% |
| YTD | +15.5% | +8.7% | +6.8% | +9.7% |
| 1Y | +20.1% | +10.9% | +9.2% | +12.9% |
| 3Y | +77.8% | +75.0% | +2.8% | +26.7% |
| All | +77.8% | +75.1% | +2.7% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling