+3,676.0%
STX vs ED
+104.2%
+3,571.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.9% | +5.6% | +6.4% |
| 7D | +10.7% | +0.5% | +10.2% | +10.7% |
| 30D | +11.3% | +1.1% | +10.2% | +11.1% |
| 3M | +3.2% | +4.6% | -1.4% | +2.1% |
| 6M | +157.0% | -2.0% | +158.9% | +156.6% |
| YTD | +229.2% | +11.7% | +217.5% | +220.2% |
| 1Y | +381.8% | +15.7% | +366.1% | +363.2% |
| 3Y | +1,383.2% | +34.4% | +1,348.8% | +1,237.6% |
| 5Y | +1,144.9% | +67.3% | +1,077.6% | +927.1% |
| 10Y | +3,676.0% | +104.0% | +3,572.0% | +2,900.6% |
| All | +3,676.0% | +104.2% | +3,571.8% | +2,900.6% |
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