+15.6%
STM vs ECL
+79.0%
-63.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.2% |
| 7D | +1.4% | -2.3% | +3.7% | +2.8% |
| 30D | -8.4% | +8.3% | -16.6% | -11.9% |
| 3M | -15.8% | +8.4% | -24.3% | -19.3% |
| 6M | -22.8% | +23.3% | -46.1% | -32.0% |
| YTD | +79.4% | +18.2% | +61.1% | +62.4% |
| 1Y | +97.0% | +18.8% | +78.2% | +77.3% |
| All | +15.6% | +79.0% | -63.4% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling