+38.9%
EFX vs STLA
+51.6%
-12.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -11.1% | -3.8% | -7.3% | -10.3% |
| 30D | -7.4% | -3.1% | -4.3% | -6.8% |
| 3M | +1.5% | -19.6% | +21.1% | +6.4% |
| 6M | -13.7% | -23.5% | +9.8% | -9.0% |
| YTD | -21.9% | -51.5% | +29.7% | -9.3% |
| 1Y | -30.8% | -39.7% | +8.9% | -24.9% |
| 3Y | -12.4% | -66.3% | +54.0% | +7.2% |
| 5Y | -35.9% | -63.1% | +27.2% | -25.5% |
| All | +38.9% | +51.6% | -12.8% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling