+123.8%
STX vs ED
+27.1%
+96.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.0% | -11.1% | -4.0% |
| 7D | -20.2% | +5.4% | -25.6% | -13.7% |
| 30D | -37.2% | +16.4% | -53.6% | -22.4% |
| 3M | -34.1% | +11.9% | -45.9% | -22.3% |
| 6M | -24.5% | +11.6% | -36.0% | -9.4% |
| YTD | +102.9% | +24.1% | +78.8% | +177.9% |
| 1Y | +123.8% | +26.9% | +96.9% | +218.1% |
| All | +123.8% | +27.1% | +96.7% | +218.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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