+200.7%
STT vs EFX
-12.5%
+213.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.8% | -0.5% |
| 7D | +2.2% | -7.8% | +10.0% | +4.0% |
| 30D | +3.9% | -5.7% | +9.6% | +5.1% |
| 3M | +19.2% | +2.5% | +16.7% | +17.2% |
| 6M | +60.4% | -16.7% | +77.1% | +66.7% |
| YTD | +51.5% | -20.2% | +71.6% | +58.7% |
| 1Y | +76.3% | -31.4% | +107.7% | +93.0% |
| 3Y | +200.7% | -10.5% | +211.3% | +195.5% |
| All | +200.7% | -12.5% | +213.2% | +195.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling