+56.7%
ECL vs SITM
+4,532.8%
-4,476.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | -2.6% | +4.8% | -7.5% | -3.1% |
| 30D | -4.6% | -9.7% | +5.1% | -3.9% |
| 3M | +6.0% | -9.3% | +15.3% | +5.6% |
| 6M | -3.0% | +69.5% | -72.5% | -10.2% |
| YTD | +4.0% | +70.5% | -66.5% | -4.3% |
| 1Y | +2.0% | +145.3% | -143.2% | -10.7% |
| 3Y | +53.9% | +432.8% | -378.9% | +16.0% |
| 5Y | +27.1% | +174.0% | -146.9% | -3.5% |
| All | +56.7% | +4,532.8% | -4,476.1% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling