+2,071.0%
STX vs ECL
+205.6%
+1,865.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.0% | +7.8% | +8.9% |
| 7D | -14.8% | -0.5% | -14.2% | -14.4% |
| 30D | -35.4% | +8.8% | -44.2% | -37.8% |
| 3M | -37.7% | +7.8% | -45.5% | -40.1% |
| 6M | -35.2% | +21.3% | -56.5% | -42.1% |
| YTD | +84.4% | +17.8% | +66.6% | +66.6% |
| 1Y | +82.3% | +21.1% | +61.2% | +62.2% |
| 3Y | +646.2% | +80.1% | +566.1% | +427.1% |
| 5Y | +487.4% | +40.5% | +446.9% | +362.4% |
| 10Y | +2,071.0% | +197.7% | +1,873.3% | +989.7% |
| All | +2,071.0% | +205.6% | +1,865.4% | +989.7% |
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 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