+715.2%
ECL vs STLA
+168.9%
+546.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.2% |
| 7D | -2.3% | -11.6% | +9.3% | -0.3% |
| 30D | +8.3% | -6.2% | +14.5% | +9.2% |
| 3M | +8.4% | -24.6% | +33.0% | +13.0% |
| 6M | +23.3% | -44.9% | +68.2% | +34.9% |
| YTD | +18.2% | -62.3% | +80.5% | +36.2% |
| 1Y | +18.8% | -61.8% | +80.6% | +36.3% |
| 3Y | +78.5% | -75.3% | +153.8% | +113.9% |
| 5Y | +40.1% | -72.5% | +112.6% | +62.0% |
| 10Y | +196.5% | +0.8% | +195.7% | +188.2% |
| All | +715.2% | +168.9% | +546.3% | +687.6% |
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