+82.3%
SPYM vs ECL
+29.5%
+52.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | +0.6% | -0.8% | +1.3% | +0.9% |
| 30D | -0.9% | -2.5% | +1.6% | 0.0% |
| 3M | +3.9% | +8.3% | -4.4% | 0.0% |
| 6M | +14.5% | -1.1% | +15.6% | +14.5% |
| YTD | +13.0% | +6.5% | +6.5% | +9.0% |
| 1Y | +19.4% | +2.1% | +17.4% | +17.1% |
| 3Y | +78.9% | +57.6% | +21.3% | +41.1% |
| 5Y | +82.3% | +28.1% | +54.3% | +51.6% |
| All | +82.3% | +29.5% | +52.8% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling