+38.9%
ECL vs STLA
-74.6%
+113.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | +2.9% | -13.8% | +16.6% | +5.9% |
| 30D | +7.5% | -10.5% | +18.0% | +9.7% |
| 3M | +12.2% | -28.9% | +41.1% | +19.5% |
| 6M | +24.6% | -49.7% | +74.3% | +42.3% |
| YTD | +18.8% | -64.9% | +83.7% | +44.5% |
| 1Y | +19.3% | -64.0% | +83.4% | +43.9% |
| 3Y | +78.2% | -77.4% | +155.6% | +130.8% |
| All | +38.9% | -74.6% | +113.5% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling