+2.1%
ECL vs STLA
-40.1%
+42.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | -0.1% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | -2.5% | -2.4% | -0.1% | -2.3% |
| 3M | +8.3% | -23.9% | +32.2% | +11.2% |
| 6M | -1.1% | -24.6% | +23.5% | +1.6% |
| YTD | +6.5% | -50.5% | +57.0% | +11.2% |
| 1Y | +2.1% | -39.8% | +41.9% | +3.5% |
| All | +2.1% | -40.1% | +42.2% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling