+1,048.0%
STX vs ELF
+217.5%
+830.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -3.9% |
| 7D | -2.3% | -11.6% | +9.4% | -0.7% |
| 30D | -5.5% | +4.6% | -10.1% | -6.3% |
| 3M | -4.3% | +59.7% | -64.0% | -11.5% |
| 6M | +115.6% | +21.2% | +94.4% | +106.7% |
| YTD | +202.2% | +27.4% | +174.7% | +185.2% |
| 1Y | +325.3% | -29.8% | +355.1% | +334.2% |
| 3Y | +1,283.9% | -28.5% | +1,312.4% | +1,177.8% |
| All | +1,048.0% | +217.5% | +830.5% | +463.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling