-78.0%
SE vs ECL
+37.7%
-115.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +1.5% |
| 7D | +2.0% | -0.8% | +2.8% | +2.7% |
| 30D | -20.0% | +8.1% | -28.1% | -25.0% |
| 3M | -31.8% | +6.4% | -38.1% | -35.2% |
| 6M | -15.9% | +14.8% | -30.6% | -25.5% |
| YTD | -40.6% | +15.5% | -56.1% | -47.9% |
| 1Y | -50.7% | +20.1% | -70.8% | -58.4% |
| 3Y | +70.3% | +77.8% | -7.5% | -7.3% |
| All | -78.0% | +37.7% | -115.7% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling