+1,972.8%
STX vs IEFA
+148.4%
+1,824.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.2% |
| 7D | +14.6% | +2.2% | +12.4% | +12.0% |
| 30D | -26.0% | +1.1% | -27.0% | -26.4% |
| 3M | -42.6% | -4.3% | -38.3% | -39.5% |
| 6M | -35.3% | +1.4% | -36.6% | -35.6% |
| YTD | +92.5% | +10.1% | +82.4% | +75.8% |
| 1Y | +102.4% | +12.9% | +89.5% | +80.2% |
| 3Y | +673.8% | +65.8% | +608.0% | +355.6% |
| 5Y | +463.1% | +47.7% | +415.4% | +276.6% |
| All | +1,972.8% | +148.4% | +1,824.5% | +613.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling