+155.8%
STT vs EFV
+95.4%
+60.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +1.0% |
| 7D | +1.0% | -0.5% | +1.5% | +1.6% |
| 30D | +2.8% | 0.0% | +2.8% | +2.8% |
| 3M | +18.1% | +8.4% | +9.7% | +7.6% |
| 6M | +59.2% | +12.3% | +46.9% | +38.5% |
| YTD | +51.5% | +17.4% | +34.1% | +24.7% |
| 1Y | +75.7% | +27.1% | +48.5% | +31.4% |
| 3Y | +200.8% | +90.7% | +110.1% | +32.5% |
| 5Y | +155.8% | +95.6% | +60.2% | +11.9% |
| All | +155.8% | +95.4% | +60.4% | +11.9% |
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