+155.8%
STT vs EFX
-36.4%
+192.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.7% |
| 7D | +1.0% | -9.4% | +10.3% | +4.1% |
| 30D | +2.8% | -6.9% | +9.7% | +4.8% |
| 3M | +18.1% | +0.1% | +18.0% | +16.3% |
| 6M | +59.2% | -17.3% | +76.5% | +67.2% |
| YTD | +51.5% | -21.8% | +73.3% | +61.5% |
| 1Y | +75.7% | -32.5% | +108.2% | +97.5% |
| 3Y | +200.8% | -12.3% | +213.1% | +188.6% |
| 5Y | +155.8% | -36.6% | +192.4% | +168.2% |
| All | +155.8% | -36.4% | +192.2% | +168.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling