+2,956.9%
SPY vs ECL
+9,855.0%
-6,898.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.1% |
| 7D | -2.7% | -0.8% | -1.9% | -2.4% |
| 30D | -5.4% | +8.1% | -13.5% | -8.9% |
| 3M | -4.1% | +6.4% | -10.4% | -7.1% |
| 6M | +0.7% | +14.8% | -14.1% | -6.3% |
| YTD | +8.7% | +15.5% | -6.8% | +0.4% |
| 1Y | +10.9% | +20.1% | -9.2% | +0.4% |
| 3Y | +75.0% | +77.8% | -2.8% | +29.6% |
| 5Y | +67.8% | +37.9% | +29.9% | +37.6% |
| 10Y | +312.9% | +202.7% | +110.2% | +125.5% |
| All | +2,956.9% | +9,855.0% | -6,898.1% | +436.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling