+309.3%
SPY vs ECL
+192.9%
+116.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | +0.2% |
| 7D | +3.3% | -0.5% | +3.8% | +3.5% |
| 30D | -2.7% | +6.6% | -9.2% | -5.7% |
| 3M | -1.7% | +9.6% | -11.4% | -6.2% |
| 6M | +3.1% | +21.6% | -18.5% | -6.8% |
| YTD | +11.9% | +16.9% | -5.0% | +2.6% |
| 1Y | +12.0% | +17.9% | -5.9% | +2.2% |
| 3Y | +78.2% | +76.5% | +1.7% | +30.3% |
| 5Y | +73.2% | +36.6% | +36.6% | +41.5% |
| All | +309.3% | +192.9% | +116.5% | +123.4% |
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 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