-27.8%
STM vs EFX
+11.4%
-39.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.6% | +3.3% |
| 7D | -10.7% | +2.7% | -13.4% | -9.4% |
| 30D | -25.7% | +33.1% | -58.8% | -14.1% |
| 3M | -21.6% | +8.2% | -29.7% | -18.3% |
| 6M | -27.8% | +10.2% | -38.0% | -21.3% |
| All | -27.8% | +11.4% | -39.2% | -21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling