+43.3%
ECL vs S
-56.8%
+100.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -2.6% | -7.7% | +5.1% | -1.9% |
| 30D | -2.2% | -5.3% | +3.2% | -1.9% |
| 3M | +10.1% | +20.3% | -10.2% | +7.5% |
| 6M | -5.7% | +47.4% | -53.1% | -10.4% |
| YTD | +7.0% | +32.5% | -25.6% | +2.6% |
| 1Y | +2.7% | +9.5% | -6.9% | +0.4% |
| 3Y | +57.7% | +15.5% | +42.2% | +48.6% |
| 5Y | +31.1% | -71.2% | +102.3% | +28.8% |
| All | +43.3% | -56.8% | +100.1% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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