+2,010.0%
ECL vs SPYG
+564.9%
+1,445.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -2.6% | +0.4% | -3.0% | -2.9% |
| 30D | -2.2% | -0.4% | -1.7% | -2.0% |
| 3M | +10.1% | +0.5% | +9.6% | +9.0% |
| 6M | -5.7% | +17.5% | -23.2% | -16.1% |
| YTD | +7.0% | +14.3% | -7.4% | -3.2% |
| 1Y | +2.7% | +21.7% | -19.1% | -11.3% |
| 3Y | +57.7% | +98.6% | -40.9% | -4.8% |
| 5Y | +31.1% | +85.1% | -54.0% | -17.3% |
| 10Y | +150.9% | +412.0% | -261.2% | -18.7% |
| All | +2,010.0% | +564.9% | +1,445.1% | +302.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling