+23.1%
STM vs EFX
-33.0%
+56.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.2% | +4.4% |
| 7D | +5.8% | -8.6% | +14.4% | +9.5% |
| 30D | -1.0% | +0.1% | -1.1% | -1.7% |
| 3M | -33.3% | +3.8% | -37.1% | -36.3% |
| 6M | +57.4% | -13.5% | +70.9% | +63.2% |
| YTD | +102.2% | -17.7% | +119.9% | +112.6% |
| 1Y | +99.6% | -25.6% | +125.2% | +119.9% |
| 3Y | +14.5% | -12.1% | +26.6% | +8.3% |
| All | +23.1% | -33.0% | +56.1% | +30.3% |
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