+197.7%
ECL vs STT
+211.9%
-14.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +0.8% |
| 7D | -0.5% | +0.9% | -1.5% | -0.9% |
| 30D | +8.8% | -2.3% | +11.2% | +9.7% |
| 3M | +7.8% | -7.0% | +14.8% | +10.6% |
| 6M | +21.3% | +15.5% | +5.8% | +13.9% |
| YTD | +17.8% | +35.6% | -17.8% | +3.4% |
| 1Y | +21.1% | +47.9% | -26.8% | +2.6% |
| 3Y | +80.1% | +181.1% | -101.0% | +15.3% |
| 5Y | +40.5% | +108.2% | -67.7% | -1.8% |
| 10Y | +197.7% | +201.0% | -3.2% | +61.9% |
| All | +197.7% | +211.9% | -14.1% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling