+365.4%
STX vs EFX
-25.2%
+390.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.4% | +12.7% | +2.3% |
| 7D | +2.4% | -8.6% | +11.0% | -3.0% |
| 30D | +1.4% | +0.1% | +1.3% | +2.5% |
| 3M | -8.2% | +3.8% | -12.1% | -2.1% |
| 6M | +127.0% | -13.5% | +140.5% | +130.7% |
| YTD | +209.1% | -17.7% | +226.8% | +215.4% |
| 1Y | +365.4% | -25.6% | +391.0% | +376.7% |
| All | +365.4% | -25.2% | +390.7% | +376.7% |
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