+664.5%
STM vs EFV
+162.1%
+502.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | +0.6% |
| 7D | +1.7% | -0.5% | +2.2% | +2.4% |
| 30D | -5.2% | 0.0% | -5.2% | -5.2% |
| 3M | -29.6% | +8.4% | -38.0% | -37.0% |
| 6M | +54.4% | +12.3% | +42.0% | +32.1% |
| YTD | +99.5% | +17.4% | +82.1% | +60.3% |
| 1Y | +100.8% | +27.1% | +73.6% | +43.6% |
| 3Y | +20.2% | +90.7% | -70.6% | -51.7% |
| 5Y | +21.1% | +95.6% | -74.5% | -51.9% |
| 10Y | +664.5% | +165.3% | +499.2% | +128.3% |
| All | +664.5% | +162.1% | +502.4% | +128.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling