+79.7%
EFX vs STLA
-4.1%
+83.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.0% |
| 7D | -0.8% | -13.8% | +13.0% | +2.8% |
| 30D | +25.1% | -10.5% | +35.7% | +28.2% |
| 3M | +1.7% | -28.9% | +30.5% | +9.8% |
| 6M | +18.4% | -49.7% | +68.1% | +38.4% |
| YTD | -12.5% | -64.9% | +52.4% | +9.9% |
| 1Y | -8.1% | -64.0% | +55.9% | +14.4% |
| 3Y | +4.8% | -77.4% | +82.2% | +42.0% |
| 5Y | -30.1% | -74.4% | +44.3% | -11.2% |
| All | +79.7% | -4.1% | +83.8% | +71.7% |
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