+30.0%
ECL vs STZ
-33.3%
+63.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -2.6% | -1.9% | -0.7% | -2.0% |
| 30D | -2.2% | -1.9% | -0.3% | -1.7% |
| 3M | +10.1% | -6.2% | +16.3% | +12.0% |
| 6M | -5.7% | -14.0% | +8.3% | -1.6% |
| YTD | +7.0% | -5.1% | +12.1% | +7.2% |
| 1Y | +2.7% | -9.6% | +12.2% | +4.4% |
| 3Y | +57.7% | -47.2% | +105.0% | +95.8% |
| All | +30.0% | -33.3% | +63.3% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling