+6,593.0%
STT vs EFX
+6,825.8%
-232.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +0.4% | -2.0% | +2.4% | +1.3% |
| 30D | -0.4% | +27.9% | -28.3% | -11.4% |
| 3M | -6.5% | +3.8% | -10.3% | -9.4% |
| 6M | +17.2% | +13.0% | +4.2% | +7.6% |
| YTD | +38.2% | -12.4% | +50.6% | +39.8% |
| 1Y | +49.3% | -10.4% | +59.7% | +49.3% |
| 3Y | +181.9% | +4.4% | +177.5% | +152.1% |
| 5Y | +106.9% | -28.9% | +135.8% | +114.6% |
| 10Y | +203.1% | +81.7% | +121.4% | +91.1% |
| All | +6,593.0% | +6,825.8% | -232.9% | +1,417.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling