+9,423.5%
STX vs EFX
+911.2%
+8,512.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -17.3% | +0.3% | -17.5% | -17.5% |
| 30D | -35.9% | +29.1% | -65.1% | -43.6% |
| 3M | -37.3% | +4.3% | -41.6% | -40.2% |
| 6M | -35.8% | +7.7% | -43.5% | -42.2% |
| YTD | +82.7% | -12.5% | +95.2% | +76.3% |
| 1Y | +71.6% | -8.8% | +80.5% | +61.9% |
| 3Y | +635.3% | +4.3% | +630.9% | +513.4% |
| 5Y | +483.8% | -29.4% | +513.1% | +480.7% |
| 10Y | +1,967.8% | +78.1% | +1,889.7% | +976.0% |
| All | +9,423.5% | +911.2% | +8,512.3% | +1,351.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling