+264.3%
STT vs EFX
+42.6%
+221.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -0.4% | -4.5% | +4.1% | +1.2% |
| 30D | +1.7% | -6.1% | +7.8% | +3.7% |
| 3M | +17.9% | +6.2% | +11.7% | +13.5% |
| 6M | +55.3% | -11.2% | +66.5% | +59.0% |
| YTD | +52.7% | -21.4% | +74.1% | +62.6% |
| 1Y | +75.7% | -34.3% | +110.0% | +100.2% |
| 3Y | +197.9% | -12.5% | +210.4% | +190.2% |
| 5Y | +158.8% | -35.6% | +194.3% | +177.5% |
| All | +264.3% | +42.6% | +221.7% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling