+10,249.8%
STX vs EFA
+508.1%
+9,741.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.6% |
| 7D | +16.8% | +1.3% | +15.6% | +15.7% |
| 30D | -27.0% | +0.5% | -27.6% | -27.0% |
| 3M | -37.9% | -4.1% | -33.7% | -35.1% |
| 6M | -32.5% | +2.4% | -34.9% | -33.4% |
| YTD | +98.6% | +10.0% | +88.6% | +84.5% |
| 1Y | +93.6% | +11.4% | +82.2% | +78.2% |
| 3Y | +699.1% | +65.4% | +633.7% | +411.8% |
| 5Y | +481.0% | +49.6% | +431.4% | +311.7% |
| 10Y | +2,082.0% | +144.8% | +1,937.2% | +906.7% |
| All | +10,249.8% | +508.1% | +9,741.7% | +2,056.5% |
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