-40.9%
SE vs ECL
+3.0%
-43.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -6.1% | -2.6% | -3.5% | -4.9% |
| 30D | -2.5% | -2.2% | -0.3% | -1.4% |
| 3M | +21.7% | +10.1% | +11.6% | +16.2% |
| 6M | +27.0% | -5.7% | +32.7% | +27.0% |
| YTD | -12.1% | +7.0% | -19.1% | -14.1% |
| 1Y | -40.9% | +2.7% | -43.6% | -40.7% |
| All | -40.9% | +3.0% | -43.9% | -40.7% |
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