+9,509.3%
STX vs EL
+999.8%
+8,509.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.8% | +7.0% | +8.7% |
| 7D | -14.8% | +8.0% | -22.8% | -17.3% |
| 30D | -35.4% | +15.4% | -50.8% | -39.1% |
| 3M | -37.7% | +28.5% | -66.2% | -44.8% |
| 6M | -35.2% | +32.2% | -67.5% | -44.3% |
| YTD | +84.4% | +9.2% | +75.2% | +68.1% |
| 1Y | +82.3% | +30.8% | +51.5% | +53.3% |
| 3Y | +646.2% | +3.7% | +642.5% | +526.6% |
| 5Y | +487.4% | -64.8% | +552.2% | +696.5% |
| 10Y | +2,071.0% | +60.0% | +2,011.0% | +1,158.1% |
| All | +9,509.3% | +999.8% | +8,509.5% | +1,943.1% |
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