+155.6%
ECL vs SGI
+263.3%
-107.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.7% |
| 7D | -2.7% | +0.6% | -3.4% | -2.9% |
| 30D | -4.3% | +5.5% | -9.8% | -5.5% |
| 3M | +3.2% | -3.6% | +6.8% | +3.7% |
| 6M | -2.9% | -15.0% | +12.1% | -0.1% |
| YTD | +4.3% | -23.0% | +27.3% | +9.3% |
| 1Y | +1.6% | -18.4% | +20.1% | +4.8% |
| 3Y | +54.3% | +57.8% | -3.5% | +35.3% |
| 5Y | +26.5% | +51.5% | -25.0% | +7.8% |
| 10Y | +155.6% | +275.2% | -119.6% | +63.3% |
| All | +155.6% | +263.3% | -107.7% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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