+19.9%
ECL vs SAN
+21.7%
-1.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.1% | -4.1% | +0.6% |
| 7D | -0.5% | +8.7% | -9.3% | -2.5% |
| 30D | +8.8% | -6.5% | +15.3% | +10.3% |
| 3M | +7.8% | -14.2% | +22.0% | +11.4% |
| 6M | +21.3% | +2.7% | +18.6% | +19.2% |
| YTD | +17.8% | +8.9% | +8.9% | +12.1% |
| All | +19.9% | +21.7% | -1.8% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling