+123.8%
STX vs ELF
-3.2%
+127.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.9% | -10.0% | -8.2% |
| 7D | -20.2% | -1.5% | -18.6% | -20.2% |
| 30D | -37.2% | +9.5% | -46.7% | -37.3% |
| 3M | -34.1% | +29.4% | -63.4% | -34.6% |
| 6M | -24.5% | +83.7% | -108.2% | -27.0% |
| YTD | +102.9% | +49.4% | +53.5% | +98.0% |
| 1Y | +123.8% | -3.9% | +127.7% | +122.8% |
| All | +123.8% | -3.2% | +127.0% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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