+30.0%
ECL vs STT
+145.1%
-115.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.6% | +0.5% | -3.1% | -2.8% |
| 30D | -2.2% | +3.9% | -6.0% | -3.6% |
| 3M | +10.1% | +20.0% | -9.8% | +2.8% |
| 6M | -5.7% | +55.3% | -61.0% | -20.0% |
| YTD | +7.0% | +53.3% | -46.4% | -9.1% |
| 1Y | +2.7% | +74.7% | -72.0% | -17.2% |
| 3Y | +57.7% | +205.8% | -148.1% | +0.2% |
| All | +30.0% | +145.1% | -115.1% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling