+22.5%
STM vs EFV
+96.3%
-73.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.6% |
| 7D | +5.2% | +1.0% | +4.2% | +3.5% |
| 30D | -7.4% | +0.2% | -7.5% | -7.6% |
| 3M | -30.6% | +9.6% | -40.3% | -39.4% |
| 6M | +66.4% | +14.0% | +52.3% | +37.7% |
| YTD | +101.1% | +18.5% | +82.7% | +57.0% |
| 1Y | +97.4% | +27.9% | +69.5% | +36.9% |
| 3Y | +21.1% | +92.4% | -71.3% | -54.2% |
| 5Y | +22.5% | +97.2% | -74.7% | -54.8% |
| All | +22.5% | +96.3% | -73.8% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling