+1,365.6%
ECL vs SGI
+1,862.0%
-496.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.0% | +0.7% |
| 7D | +0.4% | -3.9% | +4.4% | +1.1% |
| 30D | +8.6% | +0.9% | +7.6% | +8.3% |
| 3M | +7.9% | -2.9% | +10.8% | +8.2% |
| 6M | +21.0% | -9.0% | +30.0% | +22.4% |
| YTD | +17.5% | -29.2% | +46.7% | +23.7% |
| 1Y | +19.7% | -32.3% | +51.9% | +26.8% |
| 3Y | +77.4% | +72.4% | +5.0% | +57.9% |
| 5Y | +38.7% | +50.6% | -11.9% | +23.5% |
| 10Y | +193.5% | +335.2% | -141.7% | +103.8% |
| All | +1,365.6% | +1,862.0% | -496.4% | +546.3% |
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 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