+16,011.1%
STX vs EL
+909.4%
+15,101.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.0% | +3.4% | +5.2% |
| 7D | +2.4% | +0.8% | +1.6% | +2.1% |
| 30D | +1.4% | +19.8% | -18.5% | -7.2% |
| 3M | -8.2% | +25.7% | -33.9% | -18.3% |
| 6M | +127.0% | +5.4% | +121.6% | +114.1% |
| YTD | +209.1% | +0.2% | +208.9% | +193.4% |
| 1Y | +365.4% | +20.4% | +345.0% | +302.7% |
| 3Y | +1,135.4% | -32.1% | +1,167.5% | +1,144.8% |
| 5Y | +991.5% | -67.2% | +1,058.7% | +1,426.4% |
| 10Y | +3,695.8% | +31.7% | +3,664.1% | +2,322.5% |
| All | +16,011.1% | +909.4% | +15,101.6% | +3,464.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling