+1,907.8%
STX vs ED
+141.3%
+1,766.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.0% |
| 7D | -17.3% | +2.1% | -19.4% | -17.5% |
| 30D | -35.9% | +12.4% | -48.4% | -36.9% |
| 3M | -37.3% | +13.1% | -50.5% | -38.3% |
| 6M | -35.8% | +14.1% | -49.9% | -37.2% |
| YTD | +82.7% | +23.1% | +59.7% | +75.5% |
| 1Y | +71.6% | +25.4% | +46.2% | +64.0% |
| 3Y | +635.3% | +47.9% | +587.4% | +555.2% |
| 5Y | +483.8% | +81.9% | +401.9% | +377.3% |
| All | +1,907.8% | +141.3% | +1,766.6% | +1,464.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling