+78.2%
ECL vs SUI
+18.2%
+60.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | +2.9% | -1.5% | +4.3% | +3.3% |
| 30D | +7.5% | +3.7% | +3.7% | +6.2% |
| 3M | +12.2% | -0.4% | +12.6% | +12.2% |
| 6M | +24.6% | -2.8% | +27.3% | +25.2% |
| YTD | +18.8% | -1.6% | +20.4% | +19.0% |
| 1Y | +19.3% | -2.1% | +21.4% | +19.7% |
| 3Y | +78.2% | +18.5% | +59.7% | +67.4% |
| All | +78.2% | +18.2% | +60.0% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling