+3,376.0%
STX vs ELF
+357.0%
+3,019.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.1% | +4.2% | +6.0% |
| 7D | +2.4% | +5.4% | -3.0% | +1.6% |
| 30D | +1.4% | +27.0% | -25.6% | -2.5% |
| 3M | -8.2% | +113.2% | -121.4% | -18.9% |
| 6M | +127.0% | +36.6% | +90.5% | +113.4% |
| YTD | +209.1% | +44.2% | +164.9% | +186.3% |
| 1Y | +365.4% | -18.0% | +383.4% | +363.0% |
| 3Y | +1,135.4% | -19.9% | +1,155.3% | +1,047.7% |
| 5Y | +991.5% | +257.7% | +733.8% | +644.5% |
| All | +3,376.0% | +357.0% | +3,019.0% | +1,891.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling