+1,019.5%
STX vs EL
-67.1%
+1,086.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.0% | +3.4% | +5.7% |
| 7D | +2.4% | +0.8% | +1.6% | +2.2% |
| 30D | +1.4% | +19.8% | -18.5% | -3.5% |
| 3M | -8.2% | +25.7% | -33.9% | -14.1% |
| 6M | +127.0% | +5.4% | +121.6% | +120.9% |
| YTD | +209.1% | +0.2% | +208.9% | +202.1% |
| 1Y | +365.4% | +20.4% | +345.0% | +329.1% |
| 3Y | +1,135.4% | -32.1% | +1,167.5% | +1,171.0% |
| All | +1,019.5% | -67.1% | +1,086.6% | +1,446.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling