+11.1%
SMR vs ECL
+66.8%
-55.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.4% | +15.7% | +15.4% |
| 7D | +21.4% | -0.8% | +22.2% | +21.7% |
| 30D | +13.8% | -2.5% | +16.3% | +14.8% |
| 3M | +3.9% | +8.3% | -4.4% | +0.1% |
| 6M | -4.2% | -1.1% | -3.1% | -4.4% |
| YTD | -21.1% | +6.5% | -27.6% | -23.5% |
| 1Y | -67.1% | +2.1% | -69.1% | -67.7% |
| 3Y | +88.9% | +57.6% | +31.2% | +58.0% |
| All | +11.1% | +66.8% | -55.7% | -11.8% |
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 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