+10,374.7%
STX vs ED
+707.1%
+9,667.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.1% | +10.1% | +10.0% |
| 7D | -1.0% | -0.9% | 0.0% | -0.7% |
| 30D | -26.8% | +11.2% | -37.9% | -29.5% |
| 3M | -32.7% | +11.8% | -44.5% | -35.5% |
| 6M | -33.7% | +14.1% | -47.8% | -37.4% |
| YTD | +101.0% | +23.0% | +78.0% | +83.8% |
| 1Y | +92.7% | +23.7% | +69.0% | +75.5% |
| 3Y | +708.7% | +47.7% | +661.0% | +563.2% |
| 5Y | +504.0% | +82.6% | +421.4% | +340.8% |
| 10Y | +2,108.4% | +141.8% | +1,966.6% | +1,228.8% |
| All | +10,374.7% | +707.1% | +9,667.5% | +2,840.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling