+51.5%
EFA vs STT
+109.6%
-58.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +1.2% | +1.1% | +0.1% | +0.9% |
| 30D | +0.9% | -1.9% | +2.8% | +1.5% |
| 3M | -3.4% | -7.6% | +4.2% | -0.9% |
| 6M | +2.0% | +16.0% | -14.0% | -3.3% |
| YTD | +10.4% | +36.2% | -25.8% | -1.1% |
| 1Y | +13.3% | +46.8% | -33.5% | -1.1% |
| 3Y | +65.9% | +177.8% | -111.9% | +14.8% |
| 5Y | +51.5% | +105.8% | -54.4% | +9.3% |
| All | +51.5% | +109.6% | -58.1% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling