+10,219.1%
ECL vs SM
+1,302.7%
+8,916.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.8% |
| 7D | -0.8% | -25.9% | +25.1% | +1.9% |
| 30D | +8.1% | -15.1% | +23.2% | +9.5% |
| 3M | +6.4% | +4.9% | +1.5% | +5.3% |
| 6M | +14.8% | +6.1% | +8.6% | +12.8% |
| YTD | +15.5% | +63.4% | -48.0% | +7.9% |
| 1Y | +20.1% | +72.5% | -52.4% | +11.5% |
| 3Y | +77.8% | -16.9% | +94.6% | +73.5% |
| 5Y | +37.9% | -10.6% | +48.5% | +29.6% |
| 10Y | +202.7% | +11.3% | +191.4% | +116.8% |
| All | +10,219.1% | +1,302.7% | +8,916.4% | +5,286.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling