+461.1%
STT vs EFV
+247.9%
+213.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% |
| 3M | -8.1% | -1.6% | -6.5% | -6.4% |
| 6M | +16.6% | +5.8% | +10.9% | +8.7% |
| YTD | +37.8% | +15.6% | +22.2% | +14.4% |
| 1Y | +46.8% | +19.0% | +27.9% | +17.6% |
| 3Y | +181.2% | +90.7% | +90.5% | +24.7% |
| 5Y | +105.1% | +92.8% | +12.4% | -8.6% |
| 10Y | +202.3% | +160.5% | +41.8% | -3.0% |
| All | +461.1% | +247.9% | +213.2% | +64.4% |
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