+18.8%
ECL vs STZ
+15.1%
+3.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | -2.3% | -0.9% | -1.3% | -2.1% |
| 30D | +8.3% | +14.9% | -6.6% | +5.6% |
| 3M | +8.4% | +8.4% | 0.0% | +6.7% |
| 6M | +23.3% | +2.8% | +20.5% | +22.0% |
| YTD | +18.2% | +7.5% | +10.7% | +16.5% |
| 1Y | +18.8% | +12.5% | +6.2% | +16.6% |
| All | +18.8% | +15.1% | +3.7% | +16.6% |
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