+1,144.9%
STX vs EFX
-35.1%
+1,180.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.1% | +9.6% | +7.0% |
| 7D | +10.7% | -7.8% | +18.6% | +12.1% |
| 30D | +11.3% | -5.7% | +17.0% | +11.9% |
| 3M | +3.2% | +2.5% | +0.7% | +0.1% |
| 6M | +157.0% | -16.7% | +173.6% | +164.0% |
| YTD | +229.2% | -20.2% | +249.4% | +239.1% |
| 1Y | +381.8% | -31.4% | +413.2% | +425.2% |
| 3Y | +1,383.2% | -10.5% | +1,393.7% | +1,288.7% |
| 5Y | +1,144.9% | -35.2% | +1,180.1% | +1,209.5% |
| All | +1,144.9% | -35.1% | +1,180.0% | +1,209.5% |
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