+1,945.0%
STM vs ECL
+8,909.4%
-6,964.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -7.9% | +0.4% | -8.4% | -8.2% |
| 30D | -14.1% | +8.6% | -22.7% | -18.9% |
| 3M | -17.6% | +7.9% | -25.5% | -22.1% |
| 6M | -24.2% | +21.0% | -45.3% | -34.4% |
| YTD | +73.3% | +17.5% | +55.8% | +53.3% |
| 1Y | +90.1% | +19.7% | +70.4% | +65.6% |
| 3Y | +10.3% | +77.4% | -67.1% | -27.6% |
| 5Y | -5.7% | +38.7% | -44.4% | -27.8% |
| 10Y | +444.1% | +193.5% | +250.6% | +147.9% |
| All | +1,945.0% | +8,909.4% | -6,964.4% | +140.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling