+146.5%
EFA vs STT
+198.3%
-51.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.2% | +4.8% | -2.5% | +0.7% |
| 30D | +1.4% | +3.9% | -2.5% | +0.1% |
| 3M | -4.2% | -8.2% | +4.0% | -1.5% |
| 6M | +1.9% | +15.6% | -13.7% | -3.2% |
| YTD | +10.2% | +37.6% | -27.4% | -1.6% |
| 1Y | +12.8% | +50.1% | -37.3% | -2.3% |
| 3Y | +65.2% | +183.1% | -117.9% | +13.9% |
| 5Y | +49.8% | +104.8% | -55.0% | +11.4% |
| All | +146.5% | +198.3% | -51.8% | +52.8% |
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