+146.1%
EFA vs STRL
+3,816.9%
-3,670.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +1.3% | +23.4% | -22.2% | -1.5% |
| 30D | +0.5% | -39.5% | +40.0% | +6.2% |
| 3M | -4.1% | -45.1% | +40.9% | +2.1% |
| 6M | +2.4% | -64.6% | +67.0% | +14.0% |
| YTD | +10.0% | -1.5% | +11.5% | +3.7% |
| 1Y | +11.4% | -20.8% | +32.2% | +7.8% |
| 3Y | +65.4% | +353.1% | -287.7% | +16.5% |
| 5Y | +49.6% | +942.9% | -893.3% | -11.0% |
| All | +146.1% | +3,816.9% | -3,670.8% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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