+2.1%
ECL vs SN
+48.4%
-46.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -2.5% | -5.6% | +3.1% | -1.6% |
| 3M | +8.3% | +48.1% | -39.7% | +0.8% |
| 6M | -1.1% | +57.6% | -58.7% | -9.5% |
| YTD | +6.5% | +56.5% | -50.0% | -2.5% |
| 1Y | +2.1% | +52.6% | -50.5% | -8.7% |
| All | +2.1% | +48.4% | -46.3% | -8.7% |
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