+148.1%
IEFA vs STRL
+3,697.3%
-3,549.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.5% |
| 7D | +2.2% | +15.7% | -13.4% | +0.2% |
| 30D | +1.1% | -35.5% | +36.5% | +5.9% |
| 3M | -4.3% | -47.1% | +42.9% | +2.5% |
| 6M | +1.4% | -65.8% | +67.1% | +13.4% |
| YTD | +10.1% | -4.5% | +14.6% | +4.1% |
| 1Y | +12.9% | -10.5% | +23.4% | +7.4% |
| 3Y | +65.8% | +340.6% | -274.8% | +17.0% |
| 5Y | +47.7% | +911.0% | -863.4% | -12.1% |
| All | +148.1% | +3,697.3% | -3,549.1% | +16.0% |
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