+8,652.1%
STX vs ECL
+1,514.9%
+7,137.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.2% |
| 7D | -28.5% | -0.8% | -27.7% | -28.2% |
| 30D | -42.9% | +8.1% | -51.0% | -45.5% |
| 3M | -45.9% | +6.4% | -52.3% | -48.3% |
| 6M | -41.3% | +14.8% | -56.1% | -47.2% |
| YTD | +67.9% | +15.5% | +52.5% | +49.8% |
| 1Y | +66.5% | +20.1% | +46.4% | +44.9% |
| 3Y | +588.0% | +77.8% | +510.2% | +360.8% |
| 5Y | +449.1% | +37.9% | +411.2% | +320.0% |
| 10Y | +1,982.8% | +202.7% | +1,780.2% | +794.3% |
| All | +8,652.1% | +1,514.9% | +7,137.2% | +1,107.5% |
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 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