+395.7%
EFA vs STRL
+38,819.2%
-38,423.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.6% | -0.5% |
| 7D | +0.6% | +3.4% | -2.8% | +0.2% |
| 30D | +0.9% | -9.2% | +10.1% | +1.8% |
| 3M | +4.9% | -51.0% | +55.9% | +12.5% |
| 6M | +8.6% | +15.8% | -7.2% | +3.6% |
| YTD | +14.6% | +58.9% | -44.2% | +5.1% |
| 1Y | +22.6% | +68.5% | -45.9% | +10.8% |
| 3Y | +66.5% | +485.2% | -418.7% | +25.8% |
| 5Y | +54.5% | +2,005.1% | -1,950.6% | -0.9% |
| 10Y | +144.8% | +7,118.0% | -6,973.2% | +29.6% |
| All | +395.7% | +38,819.2% | -38,423.5% | +166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling