+10,374.7%
STX vs ELV
+1,636.0%
+8,738.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | 0.0% | +10.0% | +10.0% |
| 7D | -1.0% | -1.1% | +0.1% | -0.7% |
| 30D | -26.8% | +1.8% | -28.5% | -27.4% |
| 3M | -32.7% | +10.5% | -43.2% | -35.3% |
| 6M | -33.7% | +13.5% | -47.2% | -37.4% |
| YTD | +101.0% | +24.3% | +76.7% | +84.0% |
| 1Y | +92.7% | +38.9% | +53.8% | +70.4% |
| 3Y | +708.7% | -1.5% | +710.2% | +665.3% |
| 5Y | +504.0% | +7.3% | +496.7% | +443.4% |
| 10Y | +2,108.4% | +268.7% | +1,839.6% | +1,093.8% |
| All | +10,374.7% | +1,636.0% | +8,738.7% | +2,860.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling