+102.4%
STM vs EFX
-31.3%
+133.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -1.0% |
| 7D | +5.2% | -7.8% | +13.0% | +4.0% |
| 30D | -7.4% | -5.7% | -1.6% | -8.0% |
| 3M | -30.6% | +2.5% | -33.2% | -30.4% |
| 6M | +66.4% | -16.7% | +83.1% | +71.6% |
| YTD | +101.1% | -20.2% | +121.3% | +105.8% |
| All | +102.4% | -31.3% | +133.7% | +106.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling