+673.8%
STX vs ELF
+24.2%
+649.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.9% | -7.0% | -3.6% |
| 7D | +14.6% | +1.6% | +13.0% | +14.4% |
| 30D | -26.0% | +9.1% | -35.1% | -26.7% |
| 3M | -42.6% | +28.2% | -70.8% | -44.4% |
| 6M | -35.3% | +119.5% | -154.8% | -41.9% |
| YTD | +92.5% | +55.2% | +37.3% | +78.9% |
| 1Y | +102.4% | +58.6% | +43.8% | +87.3% |
| 3Y | +673.8% | +21.3% | +652.5% | +551.6% |
| All | +673.8% | +24.2% | +649.6% | +551.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling