+2,071.0%
STX vs ED
+132.0%
+1,939.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.1% | +9.9% | +9.8% |
| 7D | -14.8% | -0.1% | -14.7% | -14.8% |
| 30D | -35.4% | +11.6% | -46.9% | -36.3% |
| 3M | -37.7% | +10.5% | -48.2% | -38.5% |
| 6M | -35.2% | +13.2% | -48.4% | -36.6% |
| YTD | +84.4% | +22.1% | +62.3% | +77.3% |
| 1Y | +82.3% | +24.2% | +58.1% | +74.5% |
| 3Y | +646.2% | +46.9% | +599.3% | +566.1% |
| 5Y | +487.4% | +80.8% | +406.6% | +381.6% |
| 10Y | +2,071.0% | +134.3% | +1,936.8% | +1,647.5% |
| All | +2,071.0% | +132.0% | +1,939.0% | +1,647.5% |
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