+3,601.5%
STX vs ELF
+334.6%
+3,266.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.9% | +11.4% | +7.2% |
| 7D | +10.7% | -1.2% | +11.9% | +10.9% |
| 30D | +11.3% | +5.9% | +5.4% | +10.0% |
| 3M | +3.2% | +99.5% | -96.3% | -8.0% |
| 6M | +157.0% | +26.5% | +130.4% | +144.2% |
| YTD | +229.2% | +37.2% | +192.0% | +206.9% |
| 1Y | +381.8% | -24.4% | +406.3% | +385.0% |
| 3Y | +1,383.2% | -23.3% | +1,406.5% | +1,286.6% |
| 5Y | +1,144.9% | +245.2% | +899.7% | +752.8% |
| All | +3,601.5% | +334.6% | +3,266.9% | +2,034.4% |
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