+215.7%
IEFA vs STT
+519.4%
-303.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | +1.2% | +2.2% | -1.0% | +0.4% |
| 30D | -0.6% | +3.9% | -4.5% | -2.0% |
| 3M | +6.2% | +19.2% | -13.0% | -0.3% |
| 6M | +11.2% | +60.4% | -49.2% | -6.0% |
| YTD | +14.2% | +51.5% | -37.3% | -1.8% |
| 1Y | +20.0% | +76.3% | -56.3% | -2.2% |
| 3Y | +68.8% | +200.7% | -132.0% | +12.3% |
| 5Y | +52.7% | +157.5% | -104.8% | +3.6% |
| 10Y | +144.2% | +262.0% | -117.8% | +33.4% |
| All | +215.7% | +519.4% | -303.8% | +42.5% |
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