+3,343.4%
STX vs ELV
+280.2%
+3,063.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.3% | -3.9% |
| 7D | -2.3% | +3.2% | -5.5% | -3.1% |
| 30D | -5.5% | +5.4% | -10.8% | -6.9% |
| 3M | -4.3% | +5.4% | -9.7% | -6.1% |
| 6M | +115.6% | +45.7% | +69.9% | +94.6% |
| YTD | +202.2% | +21.2% | +181.0% | +184.3% |
| 1Y | +325.3% | +35.6% | +289.7% | +288.4% |
| 3Y | +1,283.9% | -2.0% | +1,285.9% | +1,230.9% |
| 5Y | +1,048.3% | +26.0% | +1,022.3% | +897.3% |
| All | +3,343.4% | +280.2% | +3,063.2% | +2,100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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