+100.8%
STM vs EFV
+27.3%
+73.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | +1.0% |
| 7D | +1.7% | -0.5% | +2.2% | +2.7% |
| 30D | -5.2% | 0.0% | -5.2% | -5.3% |
| 3M | -29.6% | +8.4% | -38.0% | -38.7% |
| 6M | +54.4% | +12.3% | +42.0% | +27.8% |
| YTD | +99.5% | +17.4% | +82.1% | +53.6% |
| 1Y | +100.8% | +27.1% | +73.6% | +35.0% |
| All | +100.8% | +27.3% | +73.5% | +35.0% |
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