+2,233.8%
SAP vs ECL
+6,005.6%
-3,771.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.9% | -2.6% | -0.3% | -1.5% |
| 30D | +9.0% | -2.2% | +11.2% | +10.2% |
| 3M | +14.9% | +10.1% | +4.8% | +9.2% |
| 6M | +11.9% | -5.7% | +17.6% | +14.7% |
| YTD | -9.9% | +7.0% | -16.9% | -14.0% |
| 1Y | -19.5% | +2.7% | -22.2% | -21.7% |
| 3Y | +61.8% | +57.7% | +4.1% | +23.1% |
| 5Y | +56.2% | +31.1% | +25.0% | +28.7% |
| 10Y | +180.6% | +150.9% | +29.7% | +53.7% |
| All | +2,233.8% | +6,005.6% | -3,771.8% | +233.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling