+3,574.7%
STX vs EFX
+41.8%
+3,532.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | 0.0% | -1.5% |
| 7D | +9.6% | -9.4% | +18.9% | +12.1% |
| 30D | +10.6% | -6.9% | +17.5% | +11.9% |
| 3M | +4.8% | +0.1% | +4.7% | +1.4% |
| 6M | +137.3% | -17.3% | +154.6% | +143.0% |
| YTD | +222.5% | -21.8% | +244.3% | +232.0% |
| 1Y | +366.2% | -32.5% | +398.8% | +405.5% |
| 3Y | +1,352.9% | -12.3% | +1,365.2% | +1,276.4% |
| 5Y | +1,077.4% | -36.6% | +1,114.1% | +1,139.6% |
| All | +3,574.7% | +41.8% | +3,532.9% | +2,678.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling