+311.1%
SPOT vs ECL
+151.4%
+159.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.6% |
| 7D | +1.6% | +2.9% | -1.3% | +0.3% |
| 30D | +16.9% | +7.5% | +9.4% | +13.1% |
| 3M | +23.0% | +12.2% | +10.7% | +16.6% |
| 6M | +42.2% | +24.6% | +17.6% | +27.7% |
| YTD | +5.5% | +18.8% | -13.3% | -3.5% |
| 1Y | -5.1% | +19.3% | -24.4% | -13.5% |
| 3Y | +257.9% | +78.2% | +179.7% | +164.1% |
| 5Y | +118.4% | +38.8% | +79.6% | +72.8% |
| All | +311.1% | +151.4% | +159.8% | +148.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling