-85.6%
SMR vs ECL
+23.8%
-109.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.4% | -7.9% | -5.0% |
| 7D | -9.5% | +7.7% | -17.3% | -10.8% |
| 30D | -33.2% | +13.7% | -46.9% | -34.8% |
| 3M | -45.9% | +11.6% | -57.5% | -47.0% |
| 6M | -57.9% | +23.9% | -81.8% | -61.2% |
| YTD | -63.8% | +21.0% | -84.8% | -66.9% |
| 1Y | -85.6% | +23.1% | -108.7% | -86.8% |
| All | -85.6% | +23.8% | -109.4% | -86.8% |
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