+67.8%
SAP vs ECL
+79.0%
-11.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | -2.5% | -2.3% | -0.2% | -1.7% |
| 30D | +7.5% | +8.3% | -0.8% | +4.4% |
| 3M | +11.6% | +8.4% | +3.2% | +8.3% |
| 6M | +37.6% | +23.3% | +14.4% | +27.9% |
| YTD | -2.0% | +18.2% | -20.2% | -8.3% |
| 1Y | -6.4% | +18.8% | -25.1% | -12.7% |
| All | +67.8% | +79.0% | -11.2% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling