+444.1%
STM vs EFX
+69.3%
+374.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -7.9% | +0.3% | -8.2% | -8.2% |
| 30D | -14.1% | +29.1% | -43.3% | -24.3% |
| 3M | -17.6% | +4.3% | -21.9% | -21.0% |
| 6M | -24.2% | +7.7% | -32.0% | -30.5% |
| YTD | +73.3% | -12.5% | +85.8% | +73.7% |
| 1Y | +90.1% | -8.8% | +98.9% | +86.1% |
| 3Y | +10.3% | +4.3% | +6.0% | -4.1% |
| 5Y | -5.7% | -29.4% | +23.6% | -1.7% |
| 10Y | +444.1% | +78.1% | +366.0% | +275.9% |
| All | +444.1% | +69.3% | +374.7% | +275.9% |
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