+355.7%
SU vs ECL
+26.5%
+329.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.7% | -2.6% | +4.3% | +2.0% |
| 30D | +9.6% | -4.6% | +14.2% | +10.2% |
| 3M | +11.7% | +6.0% | +5.8% | +10.6% |
| 6M | +21.9% | -3.0% | +24.9% | +22.2% |
| YTD | +58.6% | +4.0% | +54.6% | +56.7% |
| 1Y | +66.5% | +2.0% | +64.5% | +64.9% |
| 3Y | +121.4% | +53.9% | +67.5% | +99.5% |
| 5Y | +355.7% | +27.1% | +328.6% | +352.7% |
| All | +355.7% | +26.5% | +329.2% | +352.7% |
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