+301.7%
SPOT vs ECL
+147.4%
+154.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.2% |
| 7D | -2.6% | -0.5% | -2.1% | -2.4% |
| 30D | +13.5% | +6.6% | +6.9% | +10.2% |
| 3M | +22.2% | +9.6% | +12.6% | +17.2% |
| 6M | +38.3% | +21.6% | +16.7% | +25.7% |
| YTD | +3.1% | +16.9% | -13.8% | -5.0% |
| 1Y | -7.6% | +17.9% | -25.5% | -15.3% |
| 3Y | +250.0% | +76.5% | +173.6% | +159.5% |
| 5Y | +113.3% | +36.6% | +76.7% | +70.1% |
| All | +301.7% | +147.4% | +154.2% | +144.3% |
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