-22.9%
SPOT vs ECL
+3.0%
-26.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -0.9% | -2.6% | +1.7% | -0.5% |
| 30D | +12.5% | -2.2% | +14.7% | +12.8% |
| 3M | +9.9% | +10.1% | -0.2% | +9.2% |
| 6M | +1.6% | -5.7% | +7.3% | +2.3% |
| YTD | -6.6% | +7.0% | -13.6% | -4.8% |
| 1Y | -22.9% | +2.7% | -25.6% | -21.2% |
| All | -22.9% | +3.0% | -26.0% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling