+3,676.0%
STX vs ECL
+153.2%
+3,522.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.9% | +6.7% |
| 7D | +10.7% | -0.8% | +11.5% | +11.1% |
| 30D | +11.3% | -2.5% | +13.7% | +12.2% |
| 3M | +3.2% | +8.3% | -5.1% | -2.4% |
| 6M | +157.0% | -1.1% | +158.1% | +153.5% |
| YTD | +229.2% | +6.5% | +222.7% | +212.0% |
| 1Y | +381.8% | +2.1% | +379.8% | +363.1% |
| 3Y | +1,383.2% | +57.6% | +1,325.6% | +1,014.3% |
| 5Y | +1,144.9% | +28.1% | +1,116.8% | +921.0% |
| 10Y | +3,676.0% | +153.2% | +3,522.8% | +1,769.4% |
| All | +3,676.0% | +153.2% | +3,522.8% | +1,769.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling