+588.0%
STX vs ED
+44.5%
+543.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -2.8% |
| 7D | -28.5% | +1.6% | -30.1% | -27.4% |
| 30D | -42.9% | +13.3% | -56.2% | -37.8% |
| 3M | -45.9% | +9.7% | -55.6% | -42.0% |
| 6M | -41.3% | +12.8% | -54.1% | -35.7% |
| YTD | +67.9% | +22.3% | +45.6% | +90.5% |
| 1Y | +66.5% | +26.3% | +40.2% | +91.6% |
| 3Y | +588.0% | +45.0% | +542.9% | +673.8% |
| All | +588.0% | +44.5% | +543.4% | +673.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling