+476.2%
STX vs EFV
+93.2%
+382.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.5% |
| 7D | +14.6% | +2.5% | +12.1% | +11.8% |
| 30D | -26.0% | +2.9% | -28.9% | -28.1% |
| 3M | -42.6% | -1.4% | -41.2% | -41.9% |
| 6M | -35.3% | +5.5% | -40.8% | -39.1% |
| YTD | +92.5% | +16.1% | +76.4% | +64.8% |
| 1Y | +102.4% | +20.3% | +82.1% | +67.2% |
| 3Y | +673.8% | +90.4% | +583.4% | +296.0% |
| All | +476.2% | +93.2% | +382.9% | +188.7% |
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