+73.2%
STX vs EL
+30.3%
+42.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.8% | +7.0% | +9.7% |
| 7D | -14.8% | +8.0% | -22.8% | -14.8% |
| 30D | -35.4% | +15.4% | -50.8% | -35.4% |
| 3M | -37.7% | +28.5% | -66.2% | -37.7% |
| 6M | -35.2% | +32.2% | -67.5% | -35.6% |
| YTD | +84.4% | +9.2% | +75.2% | +86.4% |
| All | +73.2% | +30.3% | +42.9% | +71.0% |
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