-5.9%
SAP vs ECL
+23.8%
-29.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.8% | +3.4% |
| 7D | +1.3% | +7.7% | -6.4% | -0.5% |
| 30D | +15.5% | +13.7% | +1.9% | +12.1% |
| 3M | +22.8% | +11.6% | +11.2% | +19.5% |
| 6M | +42.5% | +23.9% | +18.6% | +37.8% |
| YTD | +0.5% | +21.0% | -20.4% | -4.2% |
| 1Y | -5.9% | +23.1% | -29.1% | -11.2% |
| All | -5.9% | +23.8% | -29.7% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling