+222.9%
SAP vs ECL
+205.6%
+17.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.7% |
| 7D | +1.6% | -0.5% | +2.2% | +1.9% |
| 30D | +10.5% | +8.8% | +1.7% | +6.2% |
| 3M | +15.2% | +7.8% | +7.3% | +10.9% |
| 6M | +36.7% | +21.3% | +15.4% | +24.3% |
| YTD | -0.6% | +17.8% | -18.3% | -8.9% |
| 1Y | -4.1% | +21.1% | -25.2% | -13.4% |
| 3Y | +73.2% | +80.1% | -6.8% | +27.1% |
| 5Y | +74.1% | +40.5% | +33.6% | +40.5% |
| 10Y | +222.9% | +197.7% | +25.2% | +87.4% |
| All | +222.9% | +205.6% | +17.3% | +87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling