+90.1%
STM vs EFV
+21.7%
+68.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +1.0% |
| 7D | -7.9% | +2.1% | -10.1% | -11.5% |
| 30D | -14.1% | +3.1% | -17.2% | -18.8% |
| 3M | -17.6% | -1.3% | -16.3% | -15.5% |
| 6M | -24.2% | +6.0% | -30.3% | -30.8% |
| YTD | +73.3% | +15.8% | +57.5% | +37.1% |
| 1Y | +90.1% | +21.1% | +69.0% | +38.9% |
| All | +90.1% | +21.7% | +68.4% | +38.9% |
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