+26.5%
ECL vs SITM
+164.5%
-138.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.0% |
| 7D | -2.7% | +3.7% | -6.4% | -3.0% |
| 30D | -4.3% | -14.5% | +10.2% | -3.3% |
| 3M | +3.2% | -10.6% | +13.8% | +3.0% |
| 6M | -2.9% | +65.5% | -68.4% | -9.6% |
| YTD | +4.3% | +67.0% | -62.8% | -3.5% |
| 1Y | +1.6% | +138.6% | -137.0% | -10.2% |
| 3Y | +54.3% | +421.8% | -367.6% | +16.3% |
| 5Y | +26.5% | +172.4% | -145.9% | -8.5% |
| All | +26.5% | +164.5% | -138.0% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling