+465.1%
STM vs EFX
+80.5%
+384.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | +12.0% | -0.8% | +12.8% | +12.4% |
| 30D | -0.4% | +25.1% | -25.5% | -10.9% |
| 3M | -13.2% | +1.7% | -14.8% | -15.7% |
| 6M | -26.1% | +18.4% | -44.4% | -35.1% |
| YTD | +81.2% | -12.5% | +93.7% | +81.6% |
| 1Y | +98.3% | -8.1% | +106.4% | +93.3% |
| 3Y | +16.7% | +4.8% | +11.9% | +1.2% |
| 5Y | -4.8% | -30.1% | +25.3% | -0.2% |
| All | +465.1% | +80.5% | +384.6% | +291.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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