+144.4%
EFA vs STRL
+7,055.3%
-6,910.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | -0.5% | +8.2% | -8.7% | -1.5% |
| 30D | -1.3% | -6.3% | +5.0% | -0.7% |
| 3M | +5.2% | -41.2% | +46.4% | +11.4% |
| 6M | +9.4% | +20.4% | -11.0% | +2.6% |
| YTD | +12.7% | +61.7% | -49.0% | +1.1% |
| 1Y | +19.3% | +72.7% | -53.4% | +4.8% |
| 3Y | +66.3% | +530.9% | -464.6% | +14.6% |
| 5Y | +53.4% | +2,125.4% | -2,072.0% | -15.9% |
| 10Y | +144.4% | +7,301.3% | -7,156.9% | +8.5% |
| All | +144.4% | +7,055.3% | -6,910.9% | +8.5% |
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