+105.1%
STT vs EFV
+92.8%
+12.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.1% |
| 7D | +5.1% | +0.7% | +4.4% | +4.2% |
| 30D | -0.2% | +2.0% | -2.2% | -2.5% |
| 3M | -8.1% | -1.6% | -6.5% | -6.5% |
| 6M | +16.6% | +5.8% | +10.9% | +9.2% |
| YTD | +37.8% | +15.6% | +22.2% | +15.5% |
| 1Y | +46.8% | +19.0% | +27.9% | +18.9% |
| 3Y | +181.2% | +90.7% | +90.5% | +23.9% |
| 5Y | +105.1% | +92.8% | +12.4% | -7.7% |
| All | +105.1% | +92.8% | +12.3% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling