+7.5%
SMR vs ECL
+63.3%
-55.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.6% |
| 7D | +13.1% | -2.7% | +15.8% | +14.1% |
| 30D | +17.8% | -4.3% | +22.0% | +19.5% |
| 3M | +8.1% | +3.2% | +4.9% | +6.1% |
| 6M | -11.1% | -2.9% | -8.2% | -10.7% |
| YTD | -23.7% | +4.3% | -28.0% | -25.4% |
| 1Y | -69.4% | +1.6% | -71.1% | -70.0% |
| 3Y | +82.6% | +54.3% | +28.3% | +53.9% |
| All | +7.5% | +63.3% | -55.8% | -14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling