+65.9%
EFA vs STRL
+340.9%
-274.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +1.2% | -19.8% | +21.1% | +2.7% |
| 30D | +0.9% | -43.6% | +44.5% | +5.5% |
| 3M | -3.4% | -45.2% | +41.8% | +1.0% |
| 6M | +2.0% | -65.7% | +67.7% | +10.3% |
| YTD | +10.4% | -5.4% | +15.8% | +6.2% |
| 1Y | +13.3% | -24.7% | +37.9% | +11.1% |
| 3Y | +65.9% | +335.0% | -269.1% | +28.7% |
| All | +65.9% | +340.9% | -274.9% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling