+2,071.0%
STX vs ELF
+354.8%
+1,716.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.8% | +7.0% | +9.4% |
| 7D | -14.8% | +7.8% | -22.6% | -15.7% |
| 30D | -35.4% | +9.3% | -44.6% | -36.2% |
| 3M | -37.7% | +21.2% | -58.9% | -39.6% |
| 6M | -35.2% | +96.1% | -131.3% | -42.3% |
| YTD | +84.4% | +57.0% | +27.4% | +68.4% |
| 1Y | +82.3% | +61.9% | +20.4% | +65.5% |
| 3Y | +646.2% | +20.0% | +626.2% | +550.8% |
| 5Y | +487.4% | +284.8% | +202.7% | +294.7% |
| 10Y | +2,071.0% | +364.2% | +1,706.8% | +1,093.8% |
| All | +2,071.0% | +354.8% | +1,716.2% | +1,093.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling