+17.6%
ECL vs STZ
+14.2%
+3.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.3% |
| 7D | -0.8% | +4.9% | -5.7% | -1.6% |
| 30D | +8.1% | +20.9% | -12.8% | +4.5% |
| 3M | +6.4% | +8.0% | -1.6% | +4.7% |
| 6M | +14.8% | -5.3% | +20.1% | +15.2% |
| YTD | +15.5% | +5.9% | +9.5% | +13.9% |
| All | +17.6% | +14.2% | +3.4% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling