+196.8%
ECL vs SUI
+115.7%
+81.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.0% |
| 7D | -0.8% | +6.2% | -7.0% | -3.4% |
| 30D | +8.1% | +8.6% | -0.5% | +4.1% |
| 3M | +6.4% | +1.0% | +5.4% | +5.6% |
| 6M | +14.8% | -2.6% | +17.4% | +15.6% |
| YTD | +15.5% | -0.1% | +15.6% | +14.9% |
| 1Y | +20.1% | +0.5% | +19.6% | +19.1% |
| 3Y | +77.8% | +15.3% | +62.5% | +61.1% |
| 5Y | +37.9% | -26.1% | +64.0% | +52.4% |
| All | +196.8% | +115.7% | +81.0% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 10y: compounded portfolio wealth divided by compounded SUI 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…
10y analysis · Full analysis span regression · 6 months rolling