+2.1%
ECL vs SAN
+55.7%
-53.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.3% |
| 7D | -0.8% | +3.3% | -4.1% | -1.5% |
| 30D | -2.5% | +1.1% | -3.6% | -2.7% |
| 3M | +8.3% | +22.2% | -13.9% | +3.4% |
| 6M | -1.1% | +36.0% | -37.1% | -7.7% |
| YTD | +6.5% | +28.2% | -21.7% | -0.1% |
| 1Y | +2.1% | +54.1% | -52.1% | -3.9% |
| All | +2.1% | +55.7% | -53.6% | -3.9% |
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