+78.2%
ECL vs SPYG
+91.6%
-13.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | +2.9% | +2.3% | +0.5% | +2.2% |
| 30D | +7.5% | -6.5% | +13.9% | +9.4% |
| 3M | +12.2% | -6.8% | +19.1% | +14.4% |
| 6M | +24.6% | -3.1% | +27.7% | +25.1% |
| YTD | +18.8% | +8.0% | +10.8% | +14.6% |
| 1Y | +19.3% | +10.2% | +9.1% | +14.3% |
| 3Y | +78.2% | +91.0% | -12.8% | +34.0% |
| All | +78.2% | +91.6% | -13.4% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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