+29.8%
ECL vs SNY
+9.4%
+20.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.1% | -3.3% | +2.2% | -0.3% |
| 30D | -0.8% | -2.2% | +1.3% | -0.3% |
| 3M | +5.0% | -3.0% | +8.1% | +5.8% |
| 6M | +0.2% | +2.7% | -2.5% | -0.4% |
| YTD | +5.8% | -6.8% | +12.6% | +7.3% |
| 1Y | +1.5% | -5.3% | +6.8% | +2.5% |
| 3Y | +55.0% | -9.8% | +64.8% | +56.4% |
| All | +29.8% | +9.4% | +20.3% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 5y: compounded portfolio wealth divided by compounded SNY 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…
5y analysis · Full analysis span regression · 6 months rolling