+197.5%
ECL vs SGI
+318.6%
-121.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.4% |
| 7D | -0.5% | -10.7% | +10.2% | +2.1% |
| 30D | +6.6% | -3.6% | +10.1% | +7.3% |
| 3M | +9.6% | -5.4% | +15.0% | +10.6% |
| 6M | +21.6% | -7.0% | +28.6% | +22.8% |
| YTD | +16.9% | -31.6% | +48.5% | +25.8% |
| 1Y | +17.9% | -33.5% | +51.4% | +27.5% |
| 3Y | +76.5% | +66.5% | +10.0% | +52.2% |
| 5Y | +36.6% | +42.2% | -5.6% | +17.5% |
| All | +197.5% | +318.6% | -121.0% | +91.5% |
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