+2,038.9%
STX vs EFV
+162.4%
+1,876.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.0% |
| 7D | +16.8% | +0.7% | +16.1% | +16.2% |
| 30D | -27.0% | +2.0% | -29.1% | -28.4% |
| 3M | -37.9% | -1.6% | -36.2% | -37.1% |
| 6M | -32.5% | +5.8% | -38.3% | -36.3% |
| YTD | +98.6% | +15.6% | +83.0% | +72.7% |
| 1Y | +93.6% | +19.0% | +74.6% | +64.0% |
| 3Y | +699.1% | +90.7% | +608.4% | +327.5% |
| 5Y | +481.0% | +92.8% | +388.2% | +207.6% |
| All | +2,038.9% | +162.4% | +1,876.6% | +748.3% |
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