+140.4%
EFA vs STT
+267.9%
-127.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -2.4% | -1.4% | -1.0% | -1.9% |
| 30D | -2.2% | +2.2% | -4.4% | -3.0% |
| 3M | +5.7% | +18.8% | -13.1% | -0.4% |
| 6M | +8.2% | +57.9% | -49.7% | -7.5% |
| YTD | +11.8% | +51.0% | -39.2% | -3.2% |
| 1Y | +18.3% | +77.1% | -58.9% | -3.1% |
| 3Y | +64.9% | +199.8% | -134.9% | +11.6% |
| 5Y | +52.4% | +156.0% | -103.6% | +5.1% |
| All | +140.4% | +267.9% | -127.5% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling