+9,338.8%
STX vs EFV
+258.8%
+9,080.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.5% | +6.5% |
| 7D | +2.4% | +1.5% | +0.9% | +1.0% |
| 30D | +1.4% | +1.7% | -0.4% | -0.2% |
| 3M | -8.2% | +8.6% | -16.9% | -14.6% |
| 6M | +127.0% | +11.7% | +115.3% | +106.5% |
| YTD | +209.1% | +19.3% | +189.9% | +166.1% |
| 1Y | +365.4% | +30.2% | +335.2% | +271.6% |
| 3Y | +1,135.4% | +91.6% | +1,043.8% | +599.2% |
| 5Y | +991.5% | +96.4% | +895.1% | +508.4% |
| 10Y | +3,695.8% | +166.5% | +3,529.3% | +1,524.3% |
| All | +9,338.8% | +258.8% | +9,080.0% | +2,812.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling