+1,234.0%
ECL vs SGI
+2,083.6%
-849.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -2.6% | +8.5% | -11.1% | -4.0% |
| 30D | -2.2% | +0.7% | -2.8% | -2.4% |
| 3M | +10.1% | +0.6% | +9.5% | +9.7% |
| 6M | -5.7% | -17.9% | +12.2% | -2.9% |
| YTD | +7.0% | -21.2% | +28.1% | +10.6% |
| 1Y | +2.7% | -18.9% | +21.5% | +5.4% |
| 3Y | +57.7% | +52.6% | +5.1% | +43.2% |
| 5Y | +31.1% | +60.7% | -29.6% | +15.4% |
| 10Y | +150.9% | +278.1% | -127.2% | +76.4% |
| All | +1,234.0% | +2,083.6% | -849.6% | +478.2% |
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