+21.0%
STM vs ECL
+31.2%
-10.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +5.8% | -2.6% | +8.4% | +7.6% |
| 30D | -1.0% | -2.2% | +1.2% | +0.2% |
| 3M | -33.3% | +10.1% | -43.4% | -38.3% |
| 6M | +57.4% | -5.7% | +63.1% | +61.8% |
| YTD | +102.2% | +7.0% | +95.2% | +90.7% |
| 1Y | +99.6% | +2.7% | +96.9% | +92.6% |
| 3Y | +14.5% | +57.7% | -43.2% | -19.6% |
| All | +21.0% | +31.2% | -10.2% | -15.0% |
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 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