+99.6%
STM vs EFV
+30.7%
+68.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.1% |
| 7D | +5.8% | +1.5% | +4.3% | +2.7% |
| 30D | -1.0% | +1.7% | -2.7% | -4.3% |
| 3M | -33.3% | +8.6% | -41.9% | -42.1% |
| 6M | +57.4% | +11.7% | +45.7% | +30.4% |
| YTD | +102.2% | +19.3% | +82.9% | +51.0% |
| 1Y | +99.6% | +30.2% | +69.4% | +30.0% |
| All | +99.6% | +30.7% | +68.9% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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