+20.1%
ECL vs STT
+44.2%
-24.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -0.8% | -2.5% | +1.7% | -0.3% |
| 30D | +8.1% | -5.0% | +13.1% | +9.1% |
| 3M | +6.4% | -10.5% | +16.8% | +8.2% |
| 6M | +14.8% | +10.0% | +4.7% | +10.8% |
| YTD | +15.5% | +30.7% | -15.2% | +6.4% |
| 1Y | +20.1% | +43.8% | -23.7% | +9.1% |
| All | +20.1% | +44.2% | -24.1% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling