+2.7%
ECL vs SN
+46.4%
-43.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.3% |
| 7D | -2.6% | -9.3% | +6.7% | -1.0% |
| 30D | -2.2% | -4.8% | +2.6% | -1.4% |
| 3M | +10.1% | +40.4% | -30.3% | +3.3% |
| 6M | -5.7% | +50.9% | -56.7% | -13.3% |
| YTD | +7.0% | +54.9% | -48.0% | -1.8% |
| 1Y | +2.7% | +43.0% | -40.4% | -6.4% |
| All | +2.7% | +46.4% | -43.7% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling