+146.5%
EFA vs STRL
+3,697.3%
-3,550.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +0.5% |
| 7D | +2.2% | +15.7% | -13.4% | +0.3% |
| 30D | +1.4% | -35.5% | +36.8% | +6.2% |
| 3M | -4.2% | -47.1% | +43.0% | +2.6% |
| 6M | +1.9% | -65.8% | +67.7% | +13.9% |
| YTD | +10.2% | -4.5% | +14.7% | +4.3% |
| 1Y | +12.8% | -10.5% | +23.3% | +7.3% |
| 3Y | +65.2% | +340.6% | -275.4% | +16.8% |
| 5Y | +49.8% | +911.0% | -861.2% | -10.6% |
| All | +146.5% | +3,697.3% | -3,550.8% | +15.8% |
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