+1,077.4%
STX vs EFA
+53.1%
+1,024.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -0.7% |
| 7D | +9.6% | -0.5% | +10.0% | +10.1% |
| 30D | +10.6% | -1.3% | +11.9% | +12.5% |
| 3M | +4.8% | +5.2% | -0.4% | -0.8% |
| 6M | +137.3% | +9.4% | +127.9% | +114.9% |
| YTD | +222.5% | +12.7% | +209.8% | +183.6% |
| 1Y | +366.2% | +19.3% | +346.9% | +286.3% |
| 3Y | +1,352.9% | +66.3% | +1,286.6% | +723.8% |
| 5Y | +1,077.4% | +53.4% | +1,024.1% | +654.6% |
| All | +1,077.4% | +53.1% | +1,024.3% | +654.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling