+13,805.6%
ECL vs SAN
+1,664.5%
+12,141.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.6% | -1.1% |
| 7D | -0.8% | +4.9% | -5.7% | -2.0% |
| 30D | +8.1% | -13.0% | +21.1% | +12.0% |
| 3M | +6.4% | -18.9% | +25.2% | +12.1% |
| 6M | +14.8% | -4.1% | +18.9% | +15.3% |
| YTD | +15.5% | +2.6% | +12.9% | +13.3% |
| 1Y | +20.1% | +16.9% | +3.2% | +13.7% |
| 3Y | +77.8% | +239.1% | -161.3% | +23.8% |
| 5Y | +37.9% | +266.8% | -229.0% | -8.2% |
| 10Y | +202.7% | +246.0% | -43.4% | +92.5% |
| All | +13,805.6% | +1,664.5% | +12,141.1% | +5,621.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling