+19.3%
ECL vs SITM
+47.8%
-28.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.1% | +1.5% |
| 7D | +2.9% | +6.6% | -3.8% | +3.0% |
| 30D | +7.5% | -15.3% | +22.8% | +7.3% |
| 3M | +12.2% | -35.4% | +47.6% | +11.8% |
| 6M | +24.6% | -46.8% | +71.3% | +25.3% |
| YTD | +18.8% | +25.9% | -7.1% | +13.3% |
| 1Y | +19.3% | +54.0% | -34.7% | +13.6% |
| All | +19.3% | +47.8% | -28.5% | +13.6% |
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