+197.7%
ECL vs STLA
+21.0%
+176.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.5% | -6.4% | +5.8% | +1.1% |
| 30D | +8.8% | -1.3% | +10.2% | +8.9% |
| 3M | +7.8% | -19.9% | +27.8% | +13.0% |
| 6M | +21.3% | -42.9% | +64.2% | +37.6% |
| YTD | +17.8% | -59.4% | +77.2% | +43.3% |
| 1Y | +21.1% | -56.8% | +77.9% | +44.4% |
| 3Y | +80.1% | -73.1% | +153.1% | +132.1% |
| 5Y | +40.5% | -70.1% | +110.6% | +69.5% |
| 10Y | +197.7% | +19.8% | +178.0% | +146.8% |
| All | +197.7% | +21.0% | +176.7% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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