+460.3%
STT vs EFV
+249.2%
+211.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.6% |
| 7D | +4.8% | +2.5% | +2.2% | +1.6% |
| 30D | +3.9% | +2.9% | +1.0% | +0.3% |
| 3M | -8.2% | -1.4% | -6.7% | -6.7% |
| 6M | +15.6% | +5.5% | +10.1% | +8.0% |
| YTD | +37.6% | +16.1% | +21.6% | +13.7% |
| 1Y | +50.1% | +20.3% | +29.8% | +18.7% |
| 3Y | +183.1% | +90.4% | +92.6% | +25.7% |
| 5Y | +104.8% | +93.5% | +11.3% | -9.1% |
| 10Y | +201.9% | +161.5% | +40.4% | -3.5% |
| All | +460.3% | +249.2% | +211.1% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling