+443.6%
STX vs ECL
+37.7%
+405.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.6% |
| 7D | -28.5% | -0.8% | -27.7% | -28.3% |
| 30D | -42.9% | +8.1% | -51.0% | -44.6% |
| 3M | -45.9% | +6.4% | -52.3% | -47.4% |
| 6M | -41.3% | +14.8% | -56.1% | -45.4% |
| YTD | +67.9% | +15.5% | +52.5% | +54.8% |
| 1Y | +66.5% | +20.1% | +46.4% | +50.4% |
| 3Y | +588.0% | +77.8% | +510.2% | +388.0% |
| All | +443.6% | +37.7% | +405.9% | +322.8% |
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