+21.1%
STM vs EFA
+68.2%
-47.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.5% |
| 7D | +5.2% | +1.2% | +4.0% | +2.8% |
| 30D | -7.4% | -0.7% | -6.6% | -6.0% |
| 3M | -30.6% | +6.4% | -37.0% | -37.0% |
| 6M | +66.4% | +11.4% | +55.0% | +40.5% |
| YTD | +101.1% | +14.0% | +87.2% | +63.2% |
| 1Y | +97.4% | +20.2% | +77.2% | +46.0% |
| 3Y | +21.1% | +68.2% | -47.1% | -45.9% |
| All | +21.1% | +68.2% | -47.1% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling