-49.7%
SE vs ECL
+20.9%
-70.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +1.9% |
| 7D | +3.3% | -0.5% | +3.8% | +3.7% |
| 30D | -18.2% | +8.8% | -27.0% | -21.3% |
| 3M | -31.3% | +7.8% | -39.1% | -33.6% |
| 6M | -10.1% | +21.3% | -31.4% | -18.2% |
| YTD | -38.9% | +17.8% | -56.7% | -41.7% |
| All | -49.7% | +20.9% | -70.7% | -51.6% |
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