+461.8%
STM vs EFA
+146.6%
+315.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +1.5% |
| 7D | +16.3% | +1.3% | +15.0% | +13.8% |
| 30D | -6.3% | +0.5% | -6.8% | -6.8% |
| 3M | -14.1% | -4.1% | -10.0% | -7.0% |
| 6M | -19.6% | +2.4% | -22.0% | -20.3% |
| YTD | +80.1% | +10.0% | +70.1% | +58.8% |
| 1Y | +95.4% | +11.4% | +84.0% | +68.9% |
| 3Y | +14.7% | +65.4% | -50.7% | -47.4% |
| 5Y | -5.4% | +49.6% | -55.0% | -46.8% |
| All | +461.8% | +146.6% | +315.2% | +69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling