+1.5%
ECL vs SITM
+155.7%
-154.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.9% | +1.8% |
| 7D | -1.1% | +3.9% | -5.0% | -1.0% |
| 30D | -0.8% | -6.6% | +5.8% | -0.9% |
| 3M | +5.0% | -11.9% | +16.9% | +5.4% |
| 6M | +0.2% | +81.1% | -80.9% | -1.2% |
| YTD | +5.8% | +80.0% | -74.2% | +4.6% |
| 1Y | +1.5% | +145.8% | -144.3% | +1.3% |
| All | +1.5% | +155.7% | -154.2% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling