+99.6%
STM vs EFA
+23.1%
+76.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.6% |
| 7D | +5.8% | +0.6% | +5.2% | +4.5% |
| 30D | -1.0% | +0.9% | -1.9% | -2.7% |
| 3M | -33.3% | +4.9% | -38.1% | -38.3% |
| 6M | +57.4% | +8.6% | +48.8% | +38.0% |
| YTD | +102.2% | +14.6% | +87.6% | +59.0% |
| 1Y | +99.6% | +22.6% | +77.0% | +38.9% |
| All | +99.6% | +23.1% | +76.5% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 1y: compounded portfolio wealth divided by compounded EFA 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…
1y analysis · Full analysis span regression · 6 months rolling