+98.8%
STM vs EFA
+17.9%
+80.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | +0.3% |
| 7D | -1.1% | -2.4% | +1.3% | +4.2% |
| 30D | -7.8% | -2.2% | -5.6% | -3.1% |
| 3M | -28.2% | +5.7% | -33.9% | -34.2% |
| 6M | +52.0% | +8.2% | +43.8% | +35.4% |
| YTD | +96.4% | +11.8% | +84.6% | +62.8% |
| 1Y | +98.8% | +18.3% | +80.5% | +46.5% |
| All | +98.8% | +17.9% | +80.9% | +46.5% |
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 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