+153.2%
ECL vs SFM
+293.3%
-140.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +0.3% |
| 7D | -0.8% | -5.8% | +5.1% | -0.1% |
| 30D | -2.5% | -11.4% | +8.9% | -1.2% |
| 3M | +8.3% | -12.2% | +20.5% | +9.7% |
| 6M | -1.1% | -5.2% | +4.1% | -1.2% |
| YTD | +6.5% | -4.5% | +11.0% | +6.1% |
| 1Y | +2.1% | -45.4% | +47.5% | +8.7% |
| 3Y | +57.6% | +91.1% | -33.5% | +37.8% |
| 5Y | +28.1% | +226.8% | -198.7% | +1.6% |
| 10Y | +153.2% | +291.9% | -138.7% | +86.9% |
| All | +153.2% | +293.3% | -140.1% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling