+642.6%
EFX vs STLA
+263.8%
+378.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.6% | -6.6% |
| 7D | -8.6% | +2.6% | -11.2% | -9.1% |
| 30D | +0.1% | -1.2% | +1.4% | +0.2% |
| 3M | +3.8% | -24.8% | +28.6% | +8.8% |
| 6M | -13.5% | -25.6% | +12.1% | -9.6% |
| YTD | -17.7% | -48.9% | +31.3% | -9.0% |
| 1Y | -25.6% | -38.8% | +13.2% | -20.9% |
| 3Y | -12.1% | -64.5% | +52.4% | +0.9% |
| 5Y | -33.8% | -62.4% | +28.6% | -26.0% |
| 10Y | +45.1% | +55.4% | -10.2% | +32.2% |
| All | +642.6% | +263.8% | +378.8% | +561.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling