+12,781.7%
ECL vs STT
+7,372.9%
+5,408.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.6% | +0.5% | -3.1% | -2.7% |
| 30D | -2.2% | +3.9% | -6.0% | -3.2% |
| 3M | +10.1% | +20.0% | -9.8% | +4.8% |
| 6M | -5.7% | +55.3% | -61.0% | -16.3% |
| YTD | +7.0% | +53.3% | -46.4% | -4.8% |
| 1Y | +2.7% | +74.7% | -72.0% | -11.9% |
| 3Y | +57.7% | +205.8% | -148.1% | +15.7% |
| 5Y | +31.1% | +145.0% | -113.9% | +0.2% |
| 10Y | +150.9% | +266.0% | -115.1% | +67.3% |
| All | +12,781.7% | +7,372.9% | +5,408.7% | +3,531.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling