+123.8%
STX vs ECL
+23.8%
+100.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.4% | -11.5% | -6.4% |
| 7D | -20.2% | +7.7% | -27.9% | -17.3% |
| 30D | -37.2% | +13.7% | -50.9% | -33.4% |
| 3M | -34.1% | +11.6% | -45.6% | -30.2% |
| 6M | -24.5% | +23.9% | -48.4% | -21.0% |
| YTD | +102.9% | +21.0% | +82.0% | +106.1% |
| 1Y | +123.8% | +23.1% | +100.7% | +122.5% |
| All | +123.8% | +23.8% | +100.0% | +122.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling