+58.6%
ECL vs SAN
+358.9%
-300.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -2.6% | +1.8% | -4.4% | -2.9% |
| 30D | -2.2% | +2.0% | -4.1% | -2.6% |
| 3M | +10.1% | +19.7% | -9.6% | +6.2% |
| 6M | -5.7% | +30.6% | -36.4% | -10.7% |
| YTD | +7.0% | +28.8% | -21.9% | +1.3% |
| 1Y | +2.7% | +57.8% | -55.1% | -6.1% |
| All | +58.6% | +358.9% | -300.3% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling