+16,011.1%
STX vs ELV
+1,540.0%
+14,471.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.9% |
| 7D | +2.4% | +3.3% | -1.0% | +1.2% |
| 30D | +1.4% | +4.2% | -2.8% | -0.1% |
| 3M | -8.2% | -0.1% | -8.1% | -8.9% |
| 6M | +127.0% | +41.3% | +85.8% | +101.6% |
| YTD | +209.1% | +17.4% | +191.7% | +190.0% |
| 1Y | +365.4% | +35.1% | +330.4% | +316.1% |
| 3Y | +1,135.4% | -3.2% | +1,138.6% | +1,079.5% |
| 5Y | +991.5% | +15.6% | +975.9% | +859.1% |
| 10Y | +3,695.8% | +276.8% | +3,419.0% | +1,940.8% |
| All | +16,011.1% | +1,540.0% | +14,471.1% | +4,565.4% |
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