+194.9%
SO vs ECL
+196.4%
-1.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -0.1% | +0.4% | -0.5% | -0.4% |
| 30D | +8.7% | +8.6% | +0.1% | +5.1% |
| 3M | +3.4% | +7.9% | -4.5% | +0.1% |
| 6M | +3.7% | +21.0% | -17.3% | -4.3% |
| YTD | +10.0% | +17.5% | -7.5% | +2.2% |
| 1Y | +6.6% | +19.7% | -13.1% | -1.8% |
| 3Y | +52.5% | +77.4% | -24.9% | +16.9% |
| 5Y | +76.1% | +38.7% | +37.4% | +48.4% |
| 10Y | +194.9% | +193.5% | +1.4% | +93.5% |
| All | +194.9% | +196.4% | -1.6% | +93.5% |
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 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