+264.3%
STT vs EFV
+169.9%
+94.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | -0.2% |
| 7D | -0.4% | -0.8% | +0.4% | +0.6% |
| 30D | +1.7% | +0.6% | +1.1% | +0.9% |
| 3M | +17.9% | +7.5% | +10.4% | +7.7% |
| 6M | +55.3% | +13.0% | +42.3% | +32.5% |
| YTD | +52.7% | +18.3% | +34.3% | +22.7% |
| 1Y | +75.7% | +26.7% | +48.9% | +29.4% |
| 3Y | +197.9% | +89.6% | +108.3% | +28.7% |
| 5Y | +158.8% | +98.2% | +60.5% | +7.4% |
| All | +264.3% | +169.9% | +94.4% | +12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling