+1,967.8%
STX vs EL
+60.9%
+1,906.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -17.3% | +7.6% | -24.9% | -19.0% |
| 30D | -35.9% | +15.7% | -51.6% | -38.7% |
| 3M | -37.3% | +30.5% | -67.9% | -42.9% |
| 6M | -35.8% | +32.5% | -68.4% | -42.5% |
| YTD | +82.7% | +9.4% | +73.3% | +71.6% |
| 1Y | +71.6% | +28.4% | +43.3% | +52.3% |
| 3Y | +635.3% | +4.4% | +630.8% | +542.1% |
| 5Y | +483.8% | -64.5% | +548.3% | +696.2% |
| 10Y | +1,967.8% | +64.9% | +1,902.9% | +1,218.9% |
| All | +1,967.8% | +60.9% | +1,906.9% | +1,218.9% |
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