+144.6%
IEFA vs STRL
+7,221.5%
-7,076.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.4% | -4.4% | +0.3% |
| 7D | -1.6% | +5.0% | -6.6% | -2.2% |
| 30D | -1.5% | -6.9% | +5.4% | -0.8% |
| 3M | +3.4% | -39.1% | +42.5% | +9.1% |
| 6M | +9.5% | +21.5% | -12.0% | +2.6% |
| YTD | +13.0% | +66.9% | -53.8% | +0.9% |
| 1Y | +18.0% | +61.6% | -43.6% | +4.7% |
| 3Y | +65.4% | +560.0% | -494.6% | +13.1% |
| 5Y | +51.6% | +2,238.9% | -2,187.3% | -17.7% |
| All | +144.6% | +7,221.5% | -7,076.9% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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