+10,032.1%
ECL vs SPY
+3,015.5%
+7,016.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | +0.4% | -0.6% | +1.0% | +0.9% |
| 30D | +8.6% | -3.7% | +12.3% | +11.8% |
| 3M | +7.9% | -2.7% | +10.6% | +10.1% |
| 6M | +21.0% | +2.2% | +18.8% | +18.4% |
| YTD | +17.5% | +10.8% | +6.7% | +7.6% |
| 1Y | +19.7% | +11.2% | +8.4% | +9.1% |
| 3Y | +77.4% | +76.5% | +0.9% | +9.4% |
| 5Y | +38.7% | +72.9% | -34.2% | -12.3% |
| 10Y | +193.5% | +304.8% | -111.3% | -3.1% |
| All | +10,032.1% | +3,015.5% | +7,016.6% | +769.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling