+1,019.5%
STX vs ED
+67.1%
+952.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.7% | +6.1% |
| 7D | +2.4% | -0.2% | +2.5% | +2.3% |
| 30D | +1.4% | -0.1% | +1.5% | +1.4% |
| 3M | -8.2% | +3.9% | -12.1% | -7.6% |
| 6M | +127.0% | -3.0% | +130.1% | +127.1% |
| YTD | +209.1% | +10.7% | +198.5% | +212.8% |
| 1Y | +365.4% | +13.3% | +352.1% | +371.6% |
| 3Y | +1,135.4% | +34.5% | +1,100.9% | +1,105.2% |
| All | +1,019.5% | +67.1% | +952.4% | +997.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling