+2.1%
ECL vs SGI
-19.6%
+21.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.8% | +9.3% | -10.0% | -2.8% |
| 30D | -2.5% | +6.9% | -9.4% | -4.0% |
| 3M | +8.3% | +2.8% | +5.5% | +7.4% |
| 6M | -1.1% | -12.6% | +11.5% | +0.6% |
| YTD | +6.5% | -21.5% | +28.0% | +9.2% |
| 1Y | +2.1% | -18.8% | +20.8% | +7.6% |
| All | +2.1% | -19.6% | +21.7% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling