+153.2%
ECL vs STZ
-14.3%
+167.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +2.0% |
| 7D | -0.8% | -7.4% | +6.6% | +2.5% |
| 30D | -2.5% | -10.9% | +8.4% | +2.2% |
| 3M | +8.3% | -13.4% | +21.8% | +14.6% |
| 6M | -1.1% | -16.2% | +15.1% | +5.6% |
| YTD | +6.5% | -10.4% | +17.0% | +9.6% |
| 1Y | +2.1% | -14.8% | +16.9% | +7.0% |
| 3Y | +57.6% | -50.1% | +107.8% | +106.9% |
| 5Y | +28.1% | -38.8% | +66.8% | +49.7% |
| 10Y | +153.2% | -14.1% | +167.3% | +137.0% |
| All | +153.2% | -14.3% | +167.6% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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