+1,092.5%
STX vs ELAN
-31.8%
+1,124.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.3% | -1.8% |
| 7D | +8.0% | -6.4% | +14.4% | +9.9% |
| 30D | +5.1% | +0.6% | +4.5% | +4.6% |
| 3M | +5.8% | 0.0% | +5.8% | +4.9% |
| 6M | +124.9% | -3.4% | +128.4% | +123.5% |
| YTD | +213.9% | +1.0% | +212.9% | +207.4% |
| 1Y | +350.4% | +24.7% | +325.7% | +316.0% |
| 3Y | +1,314.2% | +97.2% | +1,217.0% | +951.1% |
| All | +1,092.5% | -31.8% | +1,124.4% | +1,236.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling