+242.3%
ECL vs SFM
+132.6%
+109.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.2% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | -2.2% | -4.4% | +2.2% | -1.7% |
| 3M | +10.1% | +1.5% | +8.6% | +9.6% |
| 6M | -5.7% | +6.5% | -12.2% | -7.1% |
| YTD | +7.0% | +2.2% | +4.8% | +5.8% |
| 1Y | +2.7% | -41.9% | +44.5% | +8.3% |
| 3Y | +57.7% | +106.8% | -49.0% | +37.8% |
| 5Y | +31.1% | +231.6% | -200.4% | +5.6% |
| 10Y | +150.9% | +258.4% | -107.6% | +91.2% |
| All | +242.3% | +132.6% | +109.7% | +174.1% |
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