+524.2%
STT vs EFV
+258.8%
+265.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +0.5% | +1.5% | -1.0% | -1.3% |
| 30D | +3.9% | +1.7% | +2.1% | +1.7% |
| 3M | +20.0% | +8.6% | +11.3% | +8.3% |
| 6M | +55.3% | +11.7% | +43.6% | +34.9% |
| YTD | +53.3% | +19.3% | +34.1% | +22.7% |
| 1Y | +74.7% | +30.2% | +44.5% | +25.5% |
| 3Y | +205.8% | +91.6% | +114.2% | +35.0% |
| 5Y | +145.0% | +96.4% | +48.6% | +7.1% |
| 10Y | +266.0% | +166.5% | +99.5% | +14.4% |
| All | +524.2% | +258.8% | +265.4% | +76.4% |
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