+197.7%
ECL vs SUI
+118.5%
+79.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.5% | +3.0% | -3.5% | -1.8% |
| 30D | +8.8% | +5.6% | +3.3% | +6.1% |
| 3M | +7.8% | +0.9% | +6.9% | +7.1% |
| 6M | +21.3% | -2.6% | +23.9% | +22.2% |
| YTD | +17.8% | -0.1% | +17.9% | +17.2% |
| 1Y | +21.1% | -1.4% | +22.5% | +21.1% |
| 3Y | +80.1% | +19.8% | +60.3% | +60.2% |
| 5Y | +40.5% | -25.8% | +66.2% | +55.0% |
| 10Y | +197.7% | +118.1% | +79.6% | +130.3% |
| All | +197.7% | +118.5% | +79.2% | +130.3% |
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