+194.0%
STT vs EFX
+80.5%
+113.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.4% |
| 7D | +4.8% | -0.8% | +5.5% | +5.0% |
| 30D | +3.9% | +25.1% | -21.2% | -4.7% |
| 3M | -8.2% | +1.7% | -9.8% | -9.7% |
| 6M | +15.6% | +18.4% | -2.8% | +6.0% |
| YTD | +37.6% | -12.5% | +50.2% | +40.1% |
| 1Y | +50.1% | -8.1% | +58.2% | +49.6% |
| 3Y | +183.1% | +4.8% | +178.3% | +155.5% |
| 5Y | +104.8% | -30.1% | +135.0% | +112.7% |
| All | +194.0% | +80.5% | +113.5% | +107.8% |
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