+12,781.7%
ECL vs SAN
+2,116.5%
+10,665.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -2.6% | +1.8% | -4.4% | -3.1% |
| 30D | -2.2% | +2.0% | -4.1% | -2.7% |
| 3M | +10.1% | +19.7% | -9.6% | +4.7% |
| 6M | -5.7% | +30.6% | -36.4% | -12.6% |
| YTD | +7.0% | +28.8% | -21.9% | -1.0% |
| 1Y | +2.7% | +57.8% | -55.1% | -10.2% |
| 3Y | +57.7% | +338.1% | -280.4% | +2.8% |
| 5Y | +31.1% | +384.2% | -353.1% | -18.8% |
| 10Y | +150.9% | +353.1% | -202.3% | +48.8% |
| All | +12,781.7% | +2,116.5% | +10,665.2% | +4,903.2% |
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 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