+78.2%
ECL vs SM
-3.9%
+82.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +2.9% | +9.4% | -6.5% | +3.0% |
| 30D | +7.5% | -14.4% | +21.9% | +7.2% |
| 3M | +12.2% | +1.6% | +10.7% | +12.2% |
| 6M | +24.6% | +6.3% | +18.2% | +24.5% |
| YTD | +18.8% | +78.8% | -60.0% | +15.2% |
| 1Y | +19.3% | +83.1% | -63.8% | +15.5% |
| 3Y | +78.2% | -5.9% | +84.1% | +73.3% |
| All | +78.2% | -3.9% | +82.1% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling