-27.3%
SPOT vs ECL
+0.5%
-27.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.1% | -0.7% |
| 7D | -6.5% | -2.7% | -3.8% | -6.1% |
| 30D | +2.2% | -4.3% | +6.5% | +2.9% |
| 3M | +5.4% | +3.2% | +2.2% | +5.6% |
| 6M | -4.0% | -2.9% | -1.1% | -3.5% |
| YTD | -9.9% | +4.3% | -14.2% | -7.8% |
| 1Y | -27.3% | +1.6% | -28.9% | -25.0% |
| All | -27.3% | +0.5% | -27.7% | -25.0% |
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