+123.8%
STX vs EFA
+16.9%
+106.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.6% | -10.7% | -12.0% |
| 7D | -20.2% | +2.0% | -22.2% | -22.8% |
| 30D | -37.2% | +1.6% | -38.8% | -38.9% |
| 3M | -34.1% | -1.5% | -32.6% | -32.6% |
| 6M | -24.5% | +6.6% | -31.1% | -31.7% |
| YTD | +102.9% | +11.8% | +91.1% | +61.5% |
| 1Y | +123.8% | +16.9% | +106.9% | +60.2% |
| All | +123.8% | +16.9% | +106.9% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 1y: compounded portfolio wealth divided by compounded EFA 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…
1y analysis · Full analysis span regression · 6 months rolling