+68.8%
IEFA vs STRL
+531.3%
-462.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -0.9% |
| 7D | +1.2% | +10.1% | -8.9% | +0.2% |
| 30D | -0.6% | -8.2% | +7.6% | +0.1% |
| 3M | +6.2% | -43.7% | +49.9% | +11.2% |
| 6M | +11.2% | +27.1% | -15.9% | +5.5% |
| YTD | +14.2% | +64.0% | -49.8% | +5.2% |
| 1Y | +20.0% | +75.2% | -55.1% | +9.0% |
| 3Y | +68.8% | +539.9% | -471.1% | +26.8% |
| All | +68.8% | +531.3% | -462.5% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling