+698.5%
STX vs EFA
+66.1%
+632.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.4% |
| 7D | +16.8% | +1.3% | +15.6% | +15.2% |
| 30D | -27.0% | +0.5% | -27.6% | -27.0% |
| 3M | -37.9% | -4.1% | -33.7% | -34.1% |
| 6M | -32.5% | +2.4% | -34.9% | -33.8% |
| YTD | +98.6% | +10.0% | +88.6% | +79.7% |
| 1Y | +93.6% | +11.4% | +82.2% | +73.1% |
| All | +698.5% | +66.1% | +632.5% | +369.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling