+381.8%
STX vs EL
+15.2%
+366.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.1% | +8.6% | +6.5% |
| 7D | +10.7% | +1.7% | +9.1% | +10.7% |
| 30D | +11.3% | +15.5% | -4.2% | +11.3% |
| 3M | +3.2% | +20.6% | -17.3% | +2.8% |
| 6M | +157.0% | +10.5% | +146.5% | +157.2% |
| YTD | +229.2% | -1.9% | +231.1% | +236.3% |
| 1Y | +381.8% | +16.1% | +365.8% | +396.2% |
| All | +381.8% | +15.2% | +366.7% | +396.2% |
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