+78.4%
EFX vs STLA
-3.1%
+81.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.1% | +5.2% | +0.6% |
| 7D | -3.6% | -13.1% | +9.4% | -0.4% |
| 30D | +25.3% | -13.3% | +38.5% | +29.3% |
| 3M | +3.8% | -27.9% | +31.7% | +11.7% |
| 6M | +12.7% | -47.8% | +60.6% | +30.6% |
| YTD | -13.1% | -64.6% | +51.4% | +8.9% |
| 1Y | -9.3% | -64.0% | +54.7% | +12.8% |
| 3Y | +3.5% | -76.8% | +80.4% | +39.4% |
| 5Y | -30.6% | -74.2% | +43.5% | -12.0% |
| All | +78.4% | -3.1% | +81.5% | +70.0% |
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