+78.2%
ECL vs SN
+440.0%
-361.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +1.2% |
| 7D | +2.9% | +1.5% | +1.3% | +2.6% |
| 30D | +7.5% | +21.5% | -14.0% | +4.4% |
| 3M | +12.2% | +20.0% | -7.8% | +9.1% |
| 6M | +24.6% | +119.9% | -95.4% | +10.9% |
| YTD | +18.8% | +102.3% | -83.6% | +6.5% |
| 1Y | +19.3% | +148.0% | -128.7% | +4.3% |
| 3Y | +78.2% | +450.0% | -371.8% | +47.6% |
| All | +78.2% | +440.0% | -361.8% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling