+392.6%
STM vs ECL
+199.1%
+193.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +5.6% |
| 7D | -10.7% | -0.8% | -10.0% | -10.3% |
| 30D | -25.7% | +8.1% | -33.9% | -29.8% |
| 3M | -21.6% | +6.4% | -27.9% | -25.2% |
| 6M | -27.8% | +14.8% | -42.6% | -35.5% |
| YTD | +61.8% | +15.5% | +46.3% | +44.1% |
| 1Y | +78.1% | +20.1% | +58.0% | +53.7% |
| 3Y | +4.9% | +77.8% | -72.9% | -32.8% |
| 5Y | -14.3% | +37.9% | -52.1% | -35.5% |
| All | +392.6% | +199.1% | +193.5% | +155.3% |
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