+1,972.8%
STX vs EFX
+80.5%
+1,892.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.3% |
| 7D | +14.6% | -0.8% | +15.4% | +14.8% |
| 30D | -26.0% | +25.1% | -51.1% | -30.6% |
| 3M | -42.6% | +1.7% | -44.3% | -43.7% |
| 6M | -35.3% | +18.4% | -53.6% | -40.9% |
| YTD | +92.5% | -12.5% | +105.0% | +90.9% |
| 1Y | +102.4% | -8.1% | +110.5% | +96.7% |
| 3Y | +673.8% | +4.8% | +669.0% | +589.8% |
| 5Y | +463.1% | -30.1% | +493.2% | +475.6% |
| All | +1,972.8% | +80.5% | +1,892.4% | +1,298.0% |
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