+265.2%
SU vs ECL
+160.1%
+105.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.9% |
| 7D | +2.2% | -1.1% | +3.3% | +2.7% |
| 30D | +8.4% | -0.8% | +9.2% | +8.6% |
| 3M | +12.1% | +5.0% | +7.0% | +9.0% |
| 6M | +19.7% | +0.2% | +19.4% | +17.8% |
| YTD | +58.4% | +5.8% | +52.6% | +51.6% |
| 1Y | +67.2% | +1.5% | +65.7% | +62.5% |
| 3Y | +125.0% | +55.0% | +70.0% | +71.9% |
| 5Y | +355.1% | +29.3% | +325.8% | +277.7% |
| All | +265.2% | +160.1% | +105.1% | +119.5% |
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