+124.2%
STM vs EFA
+377.9%
-253.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.1% |
| 7D | +1.4% | -1.0% | +2.5% | +3.4% |
| 30D | -8.4% | +1.6% | -9.9% | -10.0% |
| 3M | -15.8% | -3.2% | -12.6% | -11.4% |
| 6M | -22.8% | +2.5% | -25.3% | -23.3% |
| YTD | +79.4% | +10.7% | +68.6% | +61.4% |
| 1Y | +97.0% | +12.8% | +84.2% | +73.1% |
| 3Y | +14.2% | +66.4% | -52.2% | -38.9% |
| 5Y | -4.5% | +51.4% | -55.8% | -39.4% |
| 10Y | +463.1% | +146.3% | +316.8% | +109.4% |
| All | +124.2% | +377.9% | -253.7% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling