+196.5%
ECL vs SAN
+275.0%
-78.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -2.3% | +3.4% | -5.7% | -3.3% |
| 30D | +8.3% | -6.3% | +14.6% | +10.1% |
| 3M | +8.4% | -14.1% | +22.6% | +13.0% |
| 6M | +23.3% | +4.2% | +19.1% | +20.8% |
| YTD | +18.2% | +9.0% | +9.2% | +13.4% |
| 1Y | +18.8% | +18.8% | 0.0% | +10.9% |
| 3Y | +78.5% | +252.0% | -173.5% | +14.9% |
| 5Y | +40.1% | +299.5% | -259.4% | -16.6% |
| 10Y | +196.5% | +276.7% | -80.2% | +65.2% |
| All | +196.5% | +275.0% | -78.5% | +65.2% |
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