+195.6%
STT vs EFV
+88.7%
+106.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.8% |
| 7D | +1.0% | -0.5% | +1.5% | +1.4% |
| 30D | +2.8% | 0.0% | +2.8% | +2.8% |
| 3M | +18.1% | +8.4% | +9.7% | +9.8% |
| 6M | +59.2% | +12.3% | +46.9% | +43.0% |
| YTD | +51.5% | +17.4% | +34.1% | +30.3% |
| 1Y | +75.7% | +27.1% | +48.5% | +40.2% |
| All | +195.6% | +88.7% | +106.8% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling