-79.9%
SMR vs ECL
+19.9%
-99.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.6% |
| 7D | -8.3% | +2.9% | -11.1% | -8.7% |
| 30D | -20.1% | +7.5% | -27.6% | -20.9% |
| 3M | -52.7% | +12.2% | -64.9% | -53.5% |
| 6M | -61.0% | +24.6% | -85.6% | -64.5% |
| YTD | -67.1% | +18.8% | -85.9% | -69.2% |
| 1Y | -79.9% | +19.3% | -99.2% | -81.0% |
| All | -79.9% | +19.9% | -99.8% | -81.0% |
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