-36.6%
EFX vs STLA
-63.2%
+26.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.6% |
| 7D | -9.4% | +0.4% | -9.8% | -9.5% |
| 30D | -6.9% | -5.2% | -1.7% | -5.7% |
| 3M | +0.1% | -24.9% | +25.0% | +7.1% |
| 6M | -17.3% | -25.2% | +7.8% | -12.0% |
| YTD | -21.8% | -51.4% | +29.6% | -7.9% |
| 1Y | -32.5% | -40.7% | +8.2% | -26.4% |
| 3Y | -12.3% | -66.3% | +53.9% | +9.8% |
| 5Y | -36.6% | -63.2% | +26.6% | -28.9% |
| All | -36.6% | -63.2% | +26.6% | -28.9% |
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