+204.4%
IEFA vs STT
+462.9%
-258.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | +2.2% | +4.8% | -2.6% | +0.6% |
| 30D | +1.1% | +3.9% | -2.9% | -0.3% |
| 3M | -4.3% | -8.2% | +3.9% | -1.5% |
| 6M | +1.4% | +15.6% | -14.2% | -3.9% |
| YTD | +10.1% | +37.6% | -27.6% | -2.2% |
| 1Y | +12.9% | +50.1% | -37.2% | -2.7% |
| 3Y | +65.8% | +183.1% | -117.3% | +12.7% |
| 5Y | +47.7% | +104.8% | -57.2% | +8.7% |
| 10Y | +146.8% | +201.9% | -55.1% | +44.4% |
| All | +204.4% | +462.9% | -258.5% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling