+2,108.4%
STX vs EFX
+78.9%
+2,029.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.1% | +9.9% | +10.0% |
| 7D | -1.0% | -2.0% | +1.0% | -0.5% |
| 30D | -26.8% | +27.9% | -54.6% | -31.7% |
| 3M | -32.7% | +3.8% | -36.5% | -34.3% |
| 6M | -33.7% | +13.0% | -46.7% | -38.6% |
| YTD | +101.0% | -12.4% | +113.4% | +99.3% |
| 1Y | +92.7% | -10.4% | +103.1% | +89.3% |
| 3Y | +708.7% | +4.4% | +704.3% | +622.1% |
| 5Y | +504.0% | -28.9% | +532.9% | +513.4% |
| 10Y | +2,108.4% | +81.7% | +2,026.6% | +1,376.5% |
| All | +2,108.4% | +78.9% | +2,029.5% | +1,376.5% |
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