+77.1%
STT vs EFV
+26.5%
+50.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -1.4% | -2.0% | +0.6% | +0.3% |
| 30D | +2.2% | -0.2% | +2.4% | +2.4% |
| 3M | +18.8% | +9.1% | +9.7% | +10.8% |
| 6M | +57.9% | +11.7% | +46.2% | +44.4% |
| YTD | +51.0% | +17.0% | +34.0% | +30.1% |
| 1Y | +77.1% | +26.7% | +50.4% | +40.4% |
| All | +77.1% | +26.5% | +50.7% | +40.4% |
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