-4.6%
STM vs ECL
+38.6%
-43.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.5% |
| 7D | +12.0% | +2.9% | +9.2% | +10.0% |
| 30D | -0.4% | +7.5% | -7.9% | -5.0% |
| 3M | -13.2% | +12.2% | -25.4% | -19.9% |
| 6M | -26.1% | +24.6% | -50.6% | -37.2% |
| YTD | +81.2% | +18.8% | +62.4% | +59.2% |
| 1Y | +98.3% | +19.3% | +79.0% | +73.2% |
| 3Y | +16.7% | +78.2% | -61.5% | -25.1% |
| All | -4.6% | +38.6% | -43.2% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling