+1,498.4%
ECL vs SNY
+241.9%
+1,256.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -1.1% | -3.3% | +2.2% | +0.1% |
| 30D | -0.8% | -2.2% | +1.3% | 0.0% |
| 3M | +5.0% | -3.0% | +8.1% | +6.1% |
| 6M | +0.2% | +2.7% | -2.5% | -1.0% |
| YTD | +5.8% | -6.8% | +12.6% | +8.2% |
| 1Y | +1.5% | -5.3% | +6.8% | +2.8% |
| 3Y | +55.0% | -9.8% | +64.8% | +55.0% |
| 5Y | +29.3% | +9.7% | +19.6% | +17.5% |
| 10Y | +159.3% | +64.5% | +94.8% | +96.2% |
| All | +1,498.4% | +241.9% | +1,256.5% | +679.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling