+1,144.9%
STX vs EFV
+96.3%
+1,048.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.2% | +7.2% |
| 7D | +10.7% | +1.0% | +9.8% | +9.4% |
| 30D | +11.3% | +0.2% | +11.1% | +11.0% |
| 3M | +3.2% | +9.6% | -6.4% | -6.6% |
| 6M | +157.0% | +14.0% | +142.9% | +123.4% |
| YTD | +229.2% | +18.5% | +210.8% | +176.3% |
| 1Y | +381.8% | +27.9% | +353.9% | +274.7% |
| 3Y | +1,383.2% | +92.4% | +1,290.7% | +648.8% |
| 5Y | +1,144.9% | +97.2% | +1,047.7% | +516.1% |
| All | +1,144.9% | +96.3% | +1,048.6% | +516.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling