+350.4%
STX vs EFA
+17.9%
+332.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -1.2% |
| 7D | +8.0% | -2.4% | +10.3% | +12.6% |
| 30D | +5.1% | -2.2% | +7.3% | +9.5% |
| 3M | +5.8% | +5.7% | +0.1% | -2.9% |
| 6M | +124.9% | +8.2% | +116.8% | +99.6% |
| YTD | +213.9% | +11.8% | +202.1% | +156.6% |
| 1Y | +350.4% | +18.3% | +332.1% | +215.3% |
| All | +350.4% | +17.9% | +332.5% | +215.3% |
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