+3,476.8%
STX vs EFA
+144.2%
+3,332.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -1.7% |
| 7D | +8.0% | -2.4% | +10.3% | +11.0% |
| 30D | +5.1% | -2.2% | +7.3% | +8.0% |
| 3M | +5.8% | +5.7% | +0.1% | -0.1% |
| 6M | +124.9% | +8.2% | +116.8% | +107.7% |
| YTD | +213.9% | +11.8% | +202.1% | +181.0% |
| 1Y | +350.4% | +18.3% | +332.1% | +280.7% |
| 3Y | +1,314.2% | +64.9% | +1,249.3% | +730.4% |
| 5Y | +1,092.8% | +52.4% | +1,040.4% | +667.0% |
| All | +3,476.8% | +144.2% | +3,332.6% | +1,235.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling