+197.2%
SO vs ECL
+196.2%
+1.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +0.8% | -2.3% | +3.0% | +1.7% |
| 30D | +7.8% | +8.3% | -0.5% | +4.4% |
| 3M | +2.9% | +8.4% | -5.5% | -0.5% |
| 6M | +2.5% | +23.3% | -20.8% | -6.2% |
| YTD | +10.3% | +18.2% | -8.0% | +2.2% |
| 1Y | +6.4% | +18.8% | -12.4% | -1.7% |
| 3Y | +52.8% | +78.5% | -25.7% | +16.8% |
| 5Y | +78.7% | +40.1% | +38.6% | +50.0% |
| All | +197.2% | +196.2% | +1.0% | +94.6% |
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