+350.6%
STM vs EFV
+248.4%
+102.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.4% | -1.0% | +2.4% | +3.0% |
| 30D | -8.4% | +3.1% | -11.4% | -11.8% |
| 3M | -15.8% | -1.2% | -14.6% | -14.6% |
| 6M | -22.8% | +5.6% | -28.5% | -26.9% |
| YTD | +79.4% | +15.8% | +63.5% | +52.6% |
| 1Y | +97.0% | +20.0% | +77.0% | +60.7% |
| 3Y | +14.2% | +91.0% | -76.8% | -45.7% |
| 5Y | -4.5% | +93.7% | -98.1% | -54.0% |
| 10Y | +463.1% | +160.9% | +302.2% | +106.2% |
| All | +350.6% | +248.4% | +102.2% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling