+10,249.8%
STX vs EFX
+903.4%
+9,346.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | +16.8% | -3.6% | +20.5% | +18.7% |
| 30D | -27.0% | +25.3% | -52.3% | -34.9% |
| 3M | -37.9% | +3.8% | -41.7% | -40.6% |
| 6M | -32.5% | +12.7% | -45.2% | -40.5% |
| YTD | +98.6% | -13.1% | +111.7% | +92.2% |
| 1Y | +93.6% | -9.3% | +102.9% | +83.0% |
| 3Y | +699.1% | +3.5% | +695.5% | +568.8% |
| 5Y | +481.0% | -30.6% | +511.6% | +483.3% |
| 10Y | +2,082.0% | +80.2% | +2,001.9% | +1,025.8% |
| All | +10,249.8% | +903.4% | +9,346.4% | +1,482.8% |
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