+483.8%
STX vs EFX
-31.6%
+515.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -17.3% | +0.3% | -17.5% | -17.4% |
| 30D | -35.9% | +29.1% | -65.1% | -38.6% |
| 3M | -37.3% | +4.3% | -41.6% | -38.2% |
| 6M | -35.8% | +7.7% | -43.5% | -38.2% |
| YTD | +82.7% | -12.5% | +95.2% | +85.1% |
| 1Y | +71.6% | -8.8% | +80.5% | +70.8% |
| 3Y | +635.3% | +4.3% | +630.9% | +561.2% |
| 5Y | +483.8% | -29.4% | +513.1% | +497.5% |
| All | +483.8% | -31.6% | +515.4% | +497.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling