+215.7%
IEFA vs STLA
+184.2%
+31.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.1% |
| 7D | +1.2% | +0.7% | +0.4% | +1.0% |
| 30D | -0.6% | -2.4% | +1.8% | -0.2% |
| 3M | +6.2% | -23.9% | +30.1% | +12.6% |
| 6M | +11.2% | -24.6% | +35.8% | +17.6% |
| YTD | +14.2% | -50.5% | +64.7% | +31.6% |
| 1Y | +20.0% | -39.8% | +59.9% | +30.7% |
| 3Y | +68.8% | -65.6% | +134.4% | +103.8% |
| 5Y | +52.7% | -62.1% | +114.7% | +75.8% |
| 10Y | +144.2% | +47.8% | +96.4% | +106.0% |
| All | +215.7% | +184.2% | +31.5% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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