+123.8%
STX vs IEFA
+17.0%
+106.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.5% | -10.6% | -11.9% |
| 7D | -20.2% | +1.9% | -22.1% | -22.7% |
| 30D | -37.2% | +1.4% | -38.6% | -38.6% |
| 3M | -34.1% | -1.4% | -32.6% | -32.7% |
| 6M | -24.5% | +6.3% | -30.8% | -31.4% |
| YTD | +102.9% | +11.9% | +91.1% | +60.7% |
| 1Y | +123.8% | +17.0% | +106.8% | +58.4% |
| All | +123.8% | +17.0% | +106.8% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 1y: compounded portfolio wealth divided by compounded IEFA 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…
1y analysis · Full analysis span regression · 6 months rolling