-5.5%
SAP vs ECL
+20.7%
-26.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +1.5% | +0.4% | +1.0% | +1.3% |
| 30D | +8.8% | +8.6% | +0.2% | +6.8% |
| 3M | +12.1% | +7.9% | +4.2% | +10.0% |
| 6M | +34.6% | +21.0% | +13.5% | +31.4% |
| YTD | -2.1% | +17.5% | -19.6% | -5.5% |
| 1Y | -5.5% | +19.7% | -25.2% | -9.4% |
| All | -5.5% | +20.7% | -26.2% | -9.4% |
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 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