+11.4%
EFA vs STRL
-22.3%
+33.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | +1.3% | +23.4% | -22.2% | -0.4% |
| 30D | +0.5% | -39.5% | +40.0% | +3.9% |
| 3M | -4.1% | -45.1% | +40.9% | -0.4% |
| 6M | +2.4% | -64.6% | +67.0% | +9.5% |
| YTD | +10.0% | -1.5% | +11.5% | +4.7% |
| 1Y | +11.4% | -20.8% | +32.2% | +7.5% |
| All | +11.4% | -22.3% | +33.7% | +7.5% |
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 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