+1,077.4%
STX vs ELV
+14.8%
+1,062.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.9% |
| 7D | +9.6% | -2.2% | +11.8% | +9.9% |
| 30D | +10.6% | -0.2% | +10.8% | +10.5% |
| 3M | +4.8% | -6.1% | +10.9% | +5.6% |
| 6M | +137.3% | +42.8% | +94.4% | +122.9% |
| YTD | +222.5% | +14.4% | +208.1% | +211.1% |
| 1Y | +366.2% | +28.6% | +337.6% | +344.2% |
| 3Y | +1,352.9% | -7.4% | +1,360.3% | +1,316.8% |
| 5Y | +1,077.4% | +14.5% | +1,063.0% | +911.5% |
| All | +1,077.4% | +14.8% | +1,062.7% | +911.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling