+63.7%
SE vs ECL
+79.8%
-16.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.4% |
| 7D | -0.5% | +2.9% | -3.3% | -1.7% |
| 30D | -20.9% | +7.5% | -28.4% | -23.3% |
| 3M | -38.9% | +12.2% | -51.1% | -41.7% |
| 6M | -19.4% | +24.6% | -44.0% | -26.6% |
| YTD | -40.9% | +18.8% | -59.7% | -45.0% |
| 1Y | -46.2% | +19.3% | -65.5% | -50.0% |
| 3Y | +63.7% | +78.2% | -14.5% | +171.2% |
| All | +63.7% | +79.8% | -16.1% | +171.2% |
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