+61.2%
ECL vs SITM
+4,608.4%
-4,547.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | -0.5% |
| 7D | -2.6% | +9.7% | -12.3% | -3.4% |
| 30D | -2.2% | +12.7% | -14.9% | -3.8% |
| 3M | +10.1% | -13.4% | +23.5% | +10.1% |
| 6M | -5.7% | +59.6% | -65.4% | -12.3% |
| YTD | +7.0% | +73.3% | -66.3% | -1.8% |
| 1Y | +2.7% | +165.5% | -162.9% | -10.8% |
| 3Y | +57.7% | +368.7% | -311.0% | +20.8% |
| 5Y | +31.1% | +172.5% | -141.4% | -0.4% |
| All | +61.2% | +4,608.4% | -4,547.2% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling