+2,285.7%
STM vs EFX
+3,411.8%
-1,126.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.2% | +5.2% |
| 7D | +5.8% | -8.6% | +14.4% | +10.6% |
| 30D | -1.0% | +0.1% | -1.1% | -1.9% |
| 3M | -33.3% | +3.8% | -37.1% | -36.9% |
| 6M | +57.4% | -13.5% | +70.9% | +61.9% |
| YTD | +102.2% | -17.7% | +119.9% | +110.8% |
| 1Y | +99.6% | -25.6% | +125.2% | +117.9% |
| 3Y | +14.5% | -12.1% | +26.6% | +10.3% |
| 5Y | +21.4% | -33.8% | +55.2% | +34.1% |
| 10Y | +695.0% | +45.1% | +649.8% | +437.4% |
| All | +2,285.7% | +3,411.8% | -1,126.0% | +438.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling