+811.4%
SPYM vs ECL
+1,089.7%
-278.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.2% |
| 7D | +2.6% | +2.9% | -0.3% | +1.2% |
| 30D | -2.0% | +7.5% | -9.5% | -5.3% |
| 3M | -2.8% | +12.2% | -15.0% | -8.1% |
| 6M | +2.2% | +24.6% | -22.4% | -8.5% |
| YTD | +11.5% | +18.8% | -7.2% | +1.7% |
| 1Y | +13.5% | +19.3% | -5.8% | +3.2% |
| 3Y | +78.0% | +78.2% | -0.2% | +31.4% |
| 5Y | +73.1% | +38.8% | +34.3% | +41.3% |
| 10Y | +310.9% | +197.8% | +113.0% | +126.0% |
| All | +811.4% | +1,089.7% | -278.3% | +185.6% |
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 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