+57.6%
ECL vs SITM
+409.8%
-352.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.4% |
| 7D | -0.8% | +8.4% | -9.1% | -1.0% |
| 30D | -2.5% | -17.4% | +14.9% | -2.0% |
| 3M | +8.3% | -9.8% | +18.2% | +8.3% |
| 6M | -1.1% | +83.0% | -84.1% | -5.1% |
| YTD | +6.5% | +69.6% | -63.1% | +2.3% |
| 1Y | +2.1% | +144.9% | -142.8% | -4.4% |
| 3Y | +57.6% | +429.9% | -372.2% | +34.6% |
| All | +57.6% | +409.8% | -352.2% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling