+123.8%
STX vs EFX
-7.5%
+131.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.4% | -10.5% | -6.6% |
| 7D | -20.2% | +9.2% | -29.4% | -15.2% |
| 30D | -37.2% | +34.8% | -72.0% | -23.4% |
| 3M | -34.1% | +8.8% | -42.9% | -29.5% |
| 6M | -24.5% | +12.3% | -36.8% | -14.3% |
| YTD | +102.9% | -10.6% | +113.6% | +118.9% |
| 1Y | +123.8% | -6.7% | +130.5% | +140.9% |
| All | +123.8% | -7.5% | +131.3% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling