+637.6%
ECL vs STLA
+263.8%
+373.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -2.6% | +2.6% | -5.2% | -3.0% |
| 30D | -2.2% | -1.2% | -0.9% | -2.1% |
| 3M | +10.1% | -24.8% | +34.9% | +15.0% |
| 6M | -5.7% | -25.6% | +19.8% | -1.6% |
| YTD | +7.0% | -48.9% | +55.9% | +17.8% |
| 1Y | +2.7% | -38.8% | +41.4% | +8.9% |
| 3Y | +57.7% | -64.5% | +122.3% | +78.6% |
| 5Y | +31.1% | -62.4% | +93.6% | +44.5% |
| 10Y | +150.9% | +55.4% | +95.5% | +130.9% |
| All | +637.6% | +263.8% | +373.8% | +580.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling