+463.1%
STM vs ECL
+196.0%
+267.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.1% |
| 7D | +1.4% | -2.3% | +3.7% | +3.3% |
| 30D | -8.4% | +8.3% | -16.6% | -13.4% |
| 3M | -15.8% | +8.4% | -24.3% | -20.8% |
| 6M | -22.8% | +23.3% | -46.1% | -34.3% |
| YTD | +79.4% | +18.2% | +61.1% | +57.3% |
| 1Y | +97.0% | +18.8% | +78.2% | +71.7% |
| 3Y | +14.2% | +78.5% | -64.3% | -27.0% |
| 5Y | -4.5% | +40.1% | -44.5% | -28.8% |
| 10Y | +463.1% | +196.5% | +266.6% | +178.8% |
| All | +463.1% | +196.0% | +267.0% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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