+1,092.8%
STX vs IEFA
+48.7%
+1,044.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -1.5% |
| 7D | +8.0% | -2.4% | +10.4% | +11.3% |
| 30D | +5.1% | -2.1% | +7.2% | +7.9% |
| 3M | +5.8% | +5.5% | +0.2% | -0.3% |
| 6M | +124.9% | +8.1% | +116.8% | +106.6% |
| YTD | +213.9% | +11.9% | +202.0% | +178.6% |
| 1Y | +350.4% | +18.1% | +332.3% | +278.0% |
| 3Y | +1,314.2% | +65.5% | +1,248.8% | +710.6% |
| 5Y | +1,092.8% | +50.1% | +1,042.7% | +685.9% |
| All | +1,092.8% | +48.7% | +1,044.1% | +685.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling