+196.5%
ECL vs STZ
+12.8%
+183.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | -2.3% | -0.9% | -1.3% | -1.9% |
| 30D | +8.3% | +14.9% | -6.6% | +1.8% |
| 3M | +8.4% | +8.4% | 0.0% | +4.1% |
| 6M | +23.3% | +2.8% | +20.5% | +20.6% |
| YTD | +18.2% | +7.5% | +10.7% | +12.0% |
| 1Y | +18.8% | +12.5% | +6.2% | +9.8% |
| 3Y | +78.5% | -35.4% | +113.9% | +108.0% |
| 5Y | +40.1% | -29.3% | +69.4% | +54.0% |
| 10Y | +196.5% | +11.8% | +184.7% | +155.2% |
| All | +196.5% | +12.8% | +183.7% | +155.2% |
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