-15.7%
STM vs EFX
-31.2%
+15.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.6% | +5.2% |
| 7D | -10.7% | +2.7% | -13.4% | -11.8% |
| 30D | -25.7% | +33.1% | -58.8% | -34.2% |
| 3M | -21.6% | +8.2% | -29.7% | -25.3% |
| 6M | -27.8% | +10.2% | -38.0% | -33.6% |
| YTD | +61.8% | -11.8% | +73.6% | +63.9% |
| 1Y | +78.1% | -6.1% | +84.2% | +73.8% |
| 3Y | +4.9% | +7.5% | -2.6% | -12.3% |
| All | -15.7% | -31.2% | +15.5% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling