+690.2%
EFX vs STLA
+168.9%
+521.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.7% |
| 7D | -2.0% | -11.6% | +9.6% | +0.1% |
| 30D | +27.9% | -6.2% | +34.0% | +29.1% |
| 3M | +3.8% | -24.6% | +28.4% | +8.7% |
| 6M | +13.0% | -44.9% | +57.9% | +24.4% |
| YTD | -12.4% | -62.3% | +49.9% | +1.9% |
| 1Y | -10.4% | -61.8% | +51.4% | +3.8% |
| 3Y | +4.4% | -75.3% | +79.8% | +27.4% |
| 5Y | -28.9% | -72.5% | +43.6% | -16.2% |
| 10Y | +81.7% | +0.8% | +81.0% | +76.5% |
| All | +690.2% | +168.9% | +521.3% | +640.5% |
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 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