+40.2%
ECL vs SUI
-25.7%
+65.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.2% |
| 7D | +1.7% | +8.8% | -7.1% | -1.8% |
| 30D | +8.9% | +8.9% | 0.0% | +4.9% |
| 3M | +7.4% | +2.0% | +5.4% | +6.2% |
| 6M | +19.3% | -0.6% | +20.0% | +19.2% |
| YTD | +17.4% | +1.3% | +16.1% | +16.2% |
| 1Y | +19.4% | +1.3% | +18.1% | +18.1% |
| 3Y | +80.5% | +16.3% | +64.2% | +62.8% |
| 5Y | +40.2% | -25.1% | +65.3% | +59.6% |
| All | +40.2% | -25.7% | +65.9% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling