+21.1%
STM vs EFX
-12.5%
+33.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.2% |
| 7D | +5.2% | -7.8% | +13.0% | +7.2% |
| 30D | -7.4% | -5.7% | -1.6% | -6.4% |
| 3M | -30.6% | +2.5% | -33.2% | -32.6% |
| 6M | +66.4% | -16.7% | +83.1% | +74.6% |
| YTD | +101.1% | -20.2% | +121.3% | +113.1% |
| 1Y | +97.4% | -31.4% | +128.8% | +123.5% |
| 3Y | +21.1% | -10.5% | +31.6% | +13.7% |
| All | +21.1% | -12.5% | +33.6% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling