+696.2%
ECL vs STLA
+189.9%
+506.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -0.8% | -4.5% | +3.8% | 0.0% |
| 30D | +8.1% | -3.9% | +12.0% | +8.6% |
| 3M | +6.4% | -20.2% | +26.5% | +9.8% |
| 6M | +14.8% | -42.2% | +56.9% | +24.6% |
| YTD | +15.5% | -59.3% | +74.8% | +31.5% |
| 1Y | +20.1% | -56.1% | +76.2% | +34.7% |
| 3Y | +77.8% | -73.7% | +151.4% | +110.8% |
| 5Y | +37.9% | -70.3% | +108.2% | +57.4% |
| 10Y | +202.7% | +23.1% | +179.6% | +188.4% |
| All | +696.2% | +189.9% | +506.3% | +660.0% |
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