+153.2%
ECL vs SM
+12.3%
+140.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -0.7% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | -2.5% | +31.5% | -34.0% | -4.3% |
| 3M | +8.3% | +17.3% | -9.0% | +6.9% |
| 6M | -1.1% | +48.5% | -49.6% | -4.4% |
| YTD | +6.5% | +106.3% | -99.7% | +0.4% |
| 1Y | +2.1% | +47.3% | -45.2% | -1.7% |
| 3Y | +57.6% | -1.4% | +59.0% | +53.7% |
| 5Y | +28.1% | +114.0% | -86.0% | +15.7% |
| 10Y | +153.2% | +12.5% | +140.7% | +91.3% |
| All | +153.2% | +12.3% | +140.9% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling