+377.5%
EFA vs STRL
+23,064.8%
-22,687.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +1.2% | -19.8% | +21.1% | +3.2% |
| 30D | +0.9% | -43.6% | +44.5% | +6.7% |
| 3M | -3.4% | -45.2% | +41.8% | +2.2% |
| 6M | +2.0% | -65.7% | +67.7% | +12.4% |
| YTD | +10.4% | -5.4% | +15.8% | +6.3% |
| 1Y | +13.3% | -24.7% | +37.9% | +11.5% |
| 3Y | +65.9% | +335.0% | -269.1% | +28.6% |
| 5Y | +51.5% | +915.3% | -863.8% | +4.5% |
| 10Y | +144.1% | +3,877.5% | -3,733.4% | +37.1% |
| All | +377.5% | +23,064.8% | -22,687.3% | +169.1% |
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