+3,476.8%
STX vs EFX
+41.8%
+3,435.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.7% |
| 7D | +8.0% | -11.1% | +19.1% | +11.1% |
| 30D | +5.1% | -7.4% | +12.5% | +6.5% |
| 3M | +5.8% | +1.5% | +4.3% | +1.9% |
| 6M | +124.9% | -13.7% | +138.6% | +127.0% |
| YTD | +213.9% | -21.9% | +235.8% | +223.2% |
| 1Y | +350.4% | -30.8% | +381.2% | +383.2% |
| 3Y | +1,314.2% | -12.4% | +1,326.6% | +1,239.8% |
| 5Y | +1,092.8% | -35.9% | +1,128.7% | +1,150.4% |
| All | +3,476.8% | +41.8% | +3,435.1% | +2,604.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling