+1,877.4%
STX vs ELF
+342.6%
+1,534.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -2.0% |
| 7D | -28.5% | +4.0% | -32.5% | -28.9% |
| 30D | -42.9% | +10.6% | -53.5% | -43.8% |
| 3M | -45.9% | +25.8% | -71.7% | -47.9% |
| 6M | -41.3% | +89.1% | -130.4% | -47.4% |
| YTD | +67.9% | +52.7% | +15.2% | +54.0% |
| 1Y | +66.5% | +51.7% | +14.8% | +52.7% |
| 3Y | +588.0% | +14.2% | +573.7% | +504.4% |
| 5Y | +449.1% | +270.7% | +178.4% | +271.0% |
| All | +1,877.4% | +342.6% | +1,534.8% | +991.4% |
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