+1,374.4%
ECL vs SGI
+1,852.9%
-478.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -2.3% | -10.5% | +8.2% | -0.4% |
| 30D | +8.3% | +0.1% | +8.1% | +8.2% |
| 3M | +8.4% | -4.0% | +12.4% | +9.0% |
| 6M | +23.3% | -5.6% | +28.9% | +23.9% |
| YTD | +18.2% | -29.5% | +47.7% | +24.5% |
| 1Y | +18.8% | -31.5% | +50.3% | +25.6% |
| 3Y | +78.5% | +71.6% | +6.9% | +59.0% |
| 5Y | +40.1% | +50.5% | -10.4% | +24.7% |
| 10Y | +196.5% | +333.9% | -137.4% | +105.9% |
| All | +1,374.4% | +1,852.9% | -478.5% | +550.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling