+12.8%
EFA vs STRL
-22.7%
+35.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +0.4% |
| 7D | +2.2% | +15.7% | -13.4% | +1.1% |
| 30D | +1.4% | -35.5% | +36.8% | +4.2% |
| 3M | -4.2% | -47.1% | +43.0% | -0.1% |
| 6M | +1.9% | -65.8% | +67.7% | +9.3% |
| YTD | +10.2% | -4.5% | +14.7% | +4.7% |
| 1Y | +12.8% | -10.5% | +23.3% | +7.6% |
| All | +12.8% | -22.7% | +35.4% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling