+1,383.2%
STX vs EFX
-12.5%
+1,395.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.1% | +9.6% | +6.3% |
| 7D | +10.7% | -7.8% | +18.6% | +10.4% |
| 30D | +11.3% | -5.7% | +17.0% | +11.0% |
| 3M | +3.2% | +2.5% | +0.7% | +2.3% |
| 6M | +157.0% | -16.7% | +173.6% | +163.9% |
| YTD | +229.2% | -20.2% | +249.4% | +240.1% |
| 1Y | +381.8% | -31.4% | +413.2% | +422.4% |
| 3Y | +1,383.2% | -10.5% | +1,393.7% | +1,490.5% |
| All | +1,383.2% | -12.5% | +1,395.7% | +1,490.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling