+58.2%
ECL vs SUI
+12.1%
+46.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | -2.6% | -2.8% | +0.2% | -1.8% |
| 30D | -2.2% | -1.2% | -1.0% | -1.9% |
| 3M | +10.1% | -1.7% | +11.9% | +10.6% |
| 6M | -5.7% | -10.5% | +4.7% | -2.9% |
| YTD | +7.0% | -1.8% | +8.8% | +7.4% |
| 1Y | +2.7% | -4.1% | +6.7% | +3.7% |
| All | +58.2% | +12.1% | +46.2% | +49.9% |
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