+698.5%
STX vs EFV
+91.1%
+607.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.0% |
| 7D | +16.8% | +0.7% | +16.1% | +16.1% |
| 30D | -27.0% | +2.0% | -29.1% | -28.4% |
| 3M | -37.9% | -1.6% | -36.2% | -36.9% |
| 6M | -32.5% | +5.8% | -38.3% | -36.6% |
| YTD | +98.6% | +15.6% | +83.0% | +71.0% |
| 1Y | +93.6% | +19.0% | +74.6% | +62.3% |
| All | +698.5% | +91.1% | +607.4% | +345.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling