+123.8%
STX vs EL
+25.6%
+98.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.3% | -14.4% | -8.1% |
| 7D | -20.2% | +2.5% | -22.7% | -20.1% |
| 30D | -37.2% | +20.1% | -57.3% | -37.3% |
| 3M | -34.1% | +29.3% | -63.3% | -34.1% |
| 6M | -24.5% | +38.8% | -63.2% | -25.7% |
| YTD | +102.9% | +8.1% | +94.8% | +107.9% |
| 1Y | +123.8% | +22.3% | +101.5% | +131.2% |
| All | +123.8% | +25.6% | +98.2% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling