-45.9%
SMR vs ECL
+84.5%
-130.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.0% | +5.1% | +6.4% |
| 7D | +1.7% | -0.5% | +2.2% | +1.9% |
| 30D | -24.4% | +8.8% | -33.3% | -26.5% |
| 3M | -44.6% | +7.8% | -52.5% | -46.0% |
| 6M | -56.7% | +21.3% | -78.0% | -59.9% |
| YTD | -61.6% | +17.8% | -79.4% | -64.0% |
| 1Y | -82.1% | +21.1% | -103.1% | -83.4% |
| 3Y | +161.5% | +80.1% | +81.5% | +110.9% |
| All | -45.9% | +84.5% | -130.4% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling