+186.8%
SO vs ECL
+205.6%
-18.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.5% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | +8.6% | +8.8% | -0.3% | +4.9% |
| 3M | +1.8% | +7.8% | -6.1% | -1.4% |
| 6M | +3.6% | +21.3% | -17.7% | -4.5% |
| YTD | +9.9% | +17.8% | -7.8% | +2.1% |
| 1Y | +5.7% | +21.1% | -15.4% | -3.1% |
| 3Y | +52.5% | +80.1% | -27.6% | +16.2% |
| 5Y | +77.3% | +40.5% | +36.8% | +48.6% |
| 10Y | +186.8% | +197.7% | -11.0% | +91.6% |
| All | +186.8% | +205.6% | -18.8% | +91.6% |
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