+90.1%
STM vs EFX
-8.7%
+98.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.3% |
| 7D | -7.9% | +0.3% | -8.2% | -7.8% |
| 30D | -14.1% | +29.1% | -43.3% | -9.7% |
| 3M | -17.6% | +4.3% | -21.9% | -16.2% |
| 6M | -24.2% | +7.7% | -32.0% | -21.4% |
| YTD | +73.3% | -12.5% | +85.8% | +82.8% |
| 1Y | +90.1% | -8.8% | +98.9% | +96.8% |
| All | +90.1% | -8.7% | +98.8% | +96.8% |
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