+3,621.5%
STX vs EL
+28.8%
+3,592.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.8% | -1.2% |
| 7D | +9.6% | -2.4% | +11.9% | +10.3% |
| 30D | +10.6% | +13.7% | -3.1% | +5.3% |
| 3M | +4.8% | +14.5% | -9.7% | -1.0% |
| 6M | +137.3% | +7.4% | +129.8% | +126.1% |
| YTD | +222.5% | -4.7% | +227.2% | +216.2% |
| 1Y | +366.2% | +12.9% | +353.3% | +327.2% |
| 3Y | +1,352.9% | -32.2% | +1,385.1% | +1,379.3% |
| 5Y | +1,077.4% | -68.4% | +1,145.8% | +1,556.7% |
| 10Y | +3,621.5% | +28.3% | +3,593.2% | +2,582.9% |
| All | +3,621.5% | +28.8% | +3,592.7% | +2,582.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling