+204.4%
IEFA vs STLA
+101.4%
+102.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.4% |
| 7D | +2.2% | -13.8% | +16.0% | +5.6% |
| 30D | +1.1% | -10.5% | +11.6% | +3.3% |
| 3M | -4.3% | -28.9% | +24.6% | +2.6% |
| 6M | +1.4% | -49.7% | +51.1% | +17.3% |
| YTD | +10.1% | -64.9% | +75.0% | +36.4% |
| 1Y | +12.9% | -64.0% | +76.9% | +38.7% |
| 3Y | +65.8% | -77.4% | +143.2% | +119.7% |
| 5Y | +47.7% | -74.4% | +122.1% | +85.1% |
| 10Y | +146.8% | -6.4% | +153.1% | +128.5% |
| All | +204.4% | +101.4% | +102.9% | +176.5% |
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