+16,011.1%
STX vs EFA
+533.4%
+15,477.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.2% |
| 7D | +2.4% | +0.6% | +1.8% | +1.8% |
| 30D | +1.4% | +0.9% | +0.5% | +0.6% |
| 3M | -8.2% | +4.9% | -13.1% | -11.6% |
| 6M | +127.0% | +8.6% | +118.5% | +112.0% |
| YTD | +209.1% | +14.6% | +194.5% | +175.5% |
| 1Y | +365.4% | +22.6% | +342.8% | +291.0% |
| 3Y | +1,135.4% | +66.5% | +1,068.9% | +683.5% |
| 5Y | +991.5% | +54.5% | +937.0% | +648.7% |
| 10Y | +3,695.8% | +144.8% | +3,551.0% | +1,642.7% |
| All | +16,011.1% | +533.4% | +15,477.7% | +3,120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling