+200.4%
SE vs ECL
+57.4%
+143.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -6.1% | -2.6% | -3.5% | -5.0% |
| 30D | -2.5% | -2.2% | -0.3% | -1.5% |
| 3M | +21.7% | +10.1% | +11.6% | +16.5% |
| 6M | +27.0% | -5.7% | +32.7% | +29.2% |
| YTD | -12.1% | +7.0% | -19.1% | -14.7% |
| 1Y | -40.9% | +2.7% | -43.6% | -41.7% |
| All | +200.4% | +57.4% | +143.0% | +194.2% |
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