+132.3%
EEM vs STLA
+46.8%
+85.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | 0.0% |
| 7D | +2.0% | +0.4% | +1.6% | +1.8% |
| 30D | +5.1% | -5.2% | +10.3% | +6.3% |
| 3M | +4.6% | -24.9% | +29.4% | +12.1% |
| 6M | +17.8% | -25.2% | +42.9% | +26.0% |
| YTD | +25.8% | -51.4% | +77.2% | +48.5% |
| 1Y | +36.4% | -40.7% | +77.1% | +50.8% |
| 3Y | +90.0% | -66.3% | +156.3% | +136.2% |
| 5Y | +46.6% | -63.2% | +109.8% | +72.1% |
| 10Y | +132.3% | +48.7% | +83.5% | +90.7% |
| All | +132.3% | +46.8% | +85.5% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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