+123.8%
STX vs ELAN
+13.9%
+109.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.0% | -11.1% | -8.7% |
| 7D | -20.2% | +11.7% | -31.9% | -22.0% |
| 30D | -37.2% | +12.4% | -49.6% | -38.8% |
| 3M | -34.1% | -1.1% | -32.9% | -33.9% |
| 6M | -24.5% | +12.4% | -36.9% | -28.1% |
| YTD | +102.9% | +11.8% | +91.1% | +92.6% |
| 1Y | +123.8% | +12.5% | +111.3% | +110.2% |
| All | +123.8% | +13.9% | +109.9% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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