+828.4%
SPYM vs ECL
+971.5%
-143.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.1% | -2.6% | +2.7% | +1.4% |
| 30D | +0.1% | -2.2% | +2.2% | +1.0% |
| 3M | +2.0% | +10.1% | -8.1% | -2.9% |
| 6M | +13.1% | -5.7% | +18.8% | +15.4% |
| YTD | +13.6% | +7.0% | +6.7% | +9.0% |
| 1Y | +20.1% | +2.7% | +17.4% | +17.0% |
| 3Y | +77.6% | +57.7% | +19.8% | +38.8% |
| 5Y | +82.5% | +31.1% | +51.4% | +52.9% |
| 10Y | +317.6% | +150.9% | +166.7% | +149.2% |
| All | +828.4% | +971.5% | -143.1% | +206.0% |
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 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