+77.0%
SO vs ECL
+37.7%
+39.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | -1.5% | -0.8% | -0.7% | -1.3% |
| 30D | +8.1% | +8.1% | 0.0% | +5.8% |
| 3M | +0.2% | +6.4% | -6.1% | -1.5% |
| 6M | +0.4% | +14.8% | -14.4% | -3.5% |
| YTD | +8.5% | +15.5% | -7.0% | +3.8% |
| 1Y | +4.9% | +20.1% | -15.2% | -0.8% |
| 3Y | +47.9% | +77.8% | -29.8% | +24.3% |
| All | +77.0% | +37.7% | +39.4% | +58.4% |
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