+365.4%
STX vs ELF
-17.5%
+383.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.1% | +4.2% | +6.3% |
| 7D | +2.4% | +5.4% | -3.0% | +2.2% |
| 30D | +1.4% | +27.0% | -25.6% | +0.4% |
| 3M | -8.2% | +113.2% | -121.4% | -13.0% |
| 6M | +127.0% | +36.6% | +90.5% | +122.5% |
| YTD | +209.1% | +44.2% | +164.9% | +200.4% |
| 1Y | +365.4% | -18.0% | +383.4% | +368.0% |
| All | +365.4% | -17.5% | +383.0% | +368.0% |
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