+276.9%
ECL vs SFM
+41.7%
+235.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.9% |
| 7D | -0.5% | -10.2% | +9.7% | +0.7% |
| 30D | +8.8% | -23.9% | +32.7% | +11.6% |
| 3M | +7.8% | -42.3% | +50.1% | +14.0% |
| 6M | +21.3% | -40.1% | +61.5% | +27.3% |
| YTD | +17.8% | -37.8% | +55.6% | +22.5% |
| 1Y | +21.1% | -37.1% | +58.1% | +25.6% |
| 3Y | +80.1% | +21.5% | +58.5% | +66.5% |
| 5Y | +40.5% | +103.8% | -63.3% | +19.0% |
| 10Y | +197.7% | +142.0% | +55.8% | +136.4% |
| All | +276.9% | +41.7% | +235.2% | +217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling