+50.4%
IEFA vs STT
+156.7%
-106.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | -1.6% | -0.4% | -1.1% | -1.4% |
| 30D | -1.5% | +1.7% | -3.2% | -2.1% |
| 3M | +3.4% | +17.9% | -14.5% | -2.3% |
| 6M | +9.5% | +55.3% | -45.8% | -5.6% |
| YTD | +13.0% | +52.7% | -39.6% | -2.3% |
| 1Y | +18.0% | +75.7% | -57.6% | -2.8% |
| 3Y | +65.4% | +197.9% | -132.5% | +12.3% |
| All | +50.4% | +156.7% | -106.3% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 5y: compounded portfolio wealth divided by compounded STT 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…
5y analysis · Full analysis span regression · 6 months rolling