+9,122.0%
ECL vs SPY
+3,091.8%
+6,030.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | -2.2% | +0.1% | -2.2% | -2.3% |
| 3M | +10.1% | +2.0% | +8.1% | +8.1% |
| 6M | -5.7% | +13.0% | -18.7% | -14.9% |
| YTD | +7.0% | +13.5% | -6.6% | -3.8% |
| 1Y | +2.7% | +20.0% | -17.3% | -11.9% |
| 3Y | +57.7% | +77.2% | -19.5% | -2.8% |
| 5Y | +31.1% | +81.9% | -50.7% | -20.2% |
| 10Y | +150.9% | +314.1% | -163.2% | -18.5% |
| All | +9,122.0% | +3,091.8% | +6,030.2% | +677.7% |
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 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