+16,011.1%
STX vs EFX
+851.1%
+15,160.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.4% | +12.7% | +9.2% |
| 7D | +2.4% | -8.6% | +11.0% | +6.2% |
| 30D | +1.4% | +0.1% | +1.3% | +0.1% |
| 3M | -8.2% | +3.8% | -12.1% | -14.1% |
| 6M | +127.0% | -13.5% | +140.5% | +128.9% |
| YTD | +209.1% | -17.7% | +226.8% | +212.1% |
| 1Y | +365.4% | -25.6% | +391.0% | +389.7% |
| 3Y | +1,135.4% | -12.1% | +1,147.5% | +1,037.9% |
| 5Y | +991.5% | -33.8% | +1,025.3% | +1,036.6% |
| 10Y | +3,695.8% | +45.1% | +3,650.7% | +2,162.1% |
| All | +16,011.1% | +851.1% | +15,160.0% | +2,470.3% |
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