+197.7%
ECL vs SAN
+267.2%
-69.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.1% | -4.1% | +0.2% |
| 7D | -0.5% | +8.7% | -9.3% | -3.0% |
| 30D | +8.8% | -6.5% | +15.3% | +10.8% |
| 3M | +7.8% | -14.2% | +22.0% | +12.4% |
| 6M | +21.3% | +2.7% | +18.6% | +19.4% |
| YTD | +17.8% | +8.9% | +8.9% | +13.0% |
| 1Y | +21.1% | +23.4% | -2.3% | +11.7% |
| 3Y | +80.1% | +257.9% | -177.9% | +15.4% |
| 5Y | +40.5% | +297.8% | -257.3% | -16.2% |
| 10Y | +197.7% | +259.6% | -61.8% | +66.0% |
| All | +197.7% | +267.2% | -69.5% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling