+2,304.6%
STX vs ELAN
-27.0%
+2,331.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.3% | -1.6% |
| 7D | +9.6% | -4.6% | +14.1% | +11.0% |
| 30D | +10.6% | +5.7% | +4.9% | +8.6% |
| 3M | +4.8% | -3.9% | +8.7% | +5.1% |
| 6M | +137.3% | -1.6% | +138.9% | +134.6% |
| YTD | +222.5% | +4.1% | +218.4% | +213.5% |
| 1Y | +366.2% | +25.5% | +340.7% | +330.3% |
| 3Y | +1,352.9% | +103.2% | +1,249.7% | +989.2% |
| 5Y | +1,077.4% | -29.8% | +1,107.2% | +1,077.6% |
| All | +2,304.6% | -27.0% | +2,331.6% | +1,968.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling