+3,476.8%
STX vs EFV
+167.0%
+3,309.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.4% |
| 7D | +8.0% | -2.0% | +10.0% | +10.2% |
| 30D | +5.1% | -0.2% | +5.3% | +5.2% |
| 3M | +5.8% | +9.1% | -3.4% | -3.1% |
| 6M | +124.9% | +11.7% | +113.2% | +102.0% |
| YTD | +213.9% | +17.0% | +196.9% | +170.4% |
| 1Y | +350.4% | +26.7% | +323.7% | +260.1% |
| 3Y | +1,314.2% | +90.2% | +1,224.1% | +658.4% |
| 5Y | +1,092.8% | +96.1% | +996.7% | +522.0% |
| All | +3,476.8% | +167.0% | +3,309.8% | +1,297.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling