+14,631.7%
SPGI vs ECL
+14,227.3%
+404.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.9% |
| 7D | -0.8% | -0.5% | -0.4% | -0.6% |
| 30D | +14.3% | +6.6% | +7.7% | +11.0% |
| 3M | +14.5% | +9.6% | +4.9% | +9.7% |
| 6M | +17.3% | +21.6% | -4.3% | +6.9% |
| YTD | -4.6% | +16.9% | -21.5% | -12.1% |
| 1Y | +0.8% | +17.9% | -17.1% | -7.6% |
| 3Y | +28.8% | +76.5% | -47.7% | -2.8% |
| 5Y | +14.0% | +36.6% | -22.7% | -4.6% |
| 10Y | +332.5% | +193.2% | +139.3% | +157.6% |
| All | +14,631.7% | +14,227.3% | +404.5% | +3,950.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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