+37.8%
ECL vs SGI
+49.9%
-12.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | -0.2% |
| 7D | -0.8% | +1.0% | -1.7% | -1.1% |
| 30D | +8.1% | +3.9% | +4.2% | +6.8% |
| 3M | +6.4% | -0.8% | +7.2% | +6.2% |
| 6M | +14.8% | -18.0% | +32.7% | +20.1% |
| YTD | +15.5% | -27.6% | +43.1% | +24.2% |
| 1Y | +20.1% | -27.2% | +47.3% | +28.9% |
| 3Y | +77.8% | +76.0% | +1.8% | +42.5% |
| All | +37.8% | +49.9% | -12.1% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling