+2.1%
ECL vs SFM
-45.2%
+47.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | -0.3% |
| 7D | -0.8% | -5.8% | +5.1% | -0.6% |
| 30D | -2.5% | -11.4% | +8.9% | -2.3% |
| 3M | +8.3% | -12.2% | +20.5% | +8.5% |
| 6M | -1.1% | -5.2% | +4.1% | -1.0% |
| YTD | +6.5% | -4.5% | +11.0% | +6.5% |
| 1Y | +2.1% | -45.4% | +47.5% | +10.6% |
| All | +2.1% | -45.2% | +47.3% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling