+381.8%
STX vs ELF
-23.1%
+404.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.9% | +11.4% | +6.6% |
| 7D | +10.7% | -1.2% | +11.9% | +10.7% |
| 30D | +11.3% | +5.9% | +5.4% | +11.1% |
| 3M | +3.2% | +99.5% | -96.3% | -1.9% |
| 6M | +157.0% | +26.5% | +130.4% | +152.6% |
| YTD | +229.2% | +37.2% | +192.0% | +220.2% |
| 1Y | +381.8% | -24.4% | +406.3% | +392.5% |
| All | +381.8% | -23.1% | +404.9% | +392.5% |
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