+40.5%
ECL vs SFM
+102.7%
-62.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.9% |
| 7D | -0.5% | -10.2% | +9.7% | +0.4% |
| 30D | +8.8% | -23.9% | +32.7% | +11.1% |
| 3M | +7.8% | -42.3% | +50.1% | +13.0% |
| 6M | +21.3% | -40.1% | +61.5% | +26.4% |
| YTD | +17.8% | -37.8% | +55.6% | +21.7% |
| 1Y | +21.1% | -37.1% | +58.1% | +24.8% |
| 3Y | +80.1% | +21.5% | +58.5% | +60.6% |
| 5Y | +40.5% | +103.8% | -63.3% | +10.5% |
| All | +40.5% | +102.7% | -62.2% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling