+74.7%
STT vs EFV
+30.7%
+44.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +0.5% | +1.5% | -1.0% | -0.7% |
| 30D | +3.9% | +1.7% | +2.1% | +2.4% |
| 3M | +20.0% | +8.6% | +11.3% | +12.2% |
| 6M | +55.3% | +11.7% | +43.6% | +42.6% |
| YTD | +53.3% | +19.3% | +34.1% | +30.6% |
| 1Y | +74.7% | +30.2% | +44.5% | +38.1% |
| All | +74.7% | +30.7% | +44.0% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling