+1,383.2%
STX vs ELV
-6.4%
+1,389.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.4% | +7.9% | +6.6% |
| 7D | +10.7% | -0.3% | +11.0% | +10.7% |
| 30D | +11.3% | +2.0% | +9.3% | +11.0% |
| 3M | +3.2% | -3.5% | +6.7% | +3.6% |
| 6M | +157.0% | +40.2% | +116.8% | +147.0% |
| YTD | +229.2% | +15.8% | +213.4% | +218.5% |
| 1Y | +381.8% | +33.2% | +348.7% | +368.4% |
| 3Y | +1,383.2% | -6.2% | +1,389.4% | +1,349.1% |
| All | +1,383.2% | -6.4% | +1,389.5% | +1,349.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling