-29.4%
EFX vs STLA
-71.4%
+42.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.6% | +0.9% |
| 7D | +0.3% | -4.9% | +5.2% | +1.5% |
| 30D | +29.1% | -4.9% | +34.0% | +30.4% |
| 3M | +4.3% | -23.7% | +27.9% | +11.0% |
| 6M | +7.7% | -45.0% | +52.7% | +24.0% |
| YTD | -12.5% | -60.9% | +48.4% | +8.5% |
| 1Y | -8.8% | -58.9% | +50.1% | +10.9% |
| 3Y | +4.3% | -74.4% | +78.8% | +40.9% |
| 5Y | -29.4% | -71.5% | +42.1% | -14.5% |
| All | -29.4% | -71.4% | +42.0% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling