+32.3%
EEM vs STLA
-40.1%
+72.4%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +0.9% |
| 7D | -1.3% | -2.9% | +1.6% | -0.8% |
| 30D | +2.1% | +0.9% | +1.1% | +1.8% |
| 3M | +1.0% | -21.6% | +22.7% | +4.7% |
| 6M | +15.9% | -21.6% | +37.5% | +20.3% |
| YTD | +24.6% | -50.4% | +75.1% | +33.7% |
| 1Y | +32.3% | -43.6% | +75.9% | +38.6% |
| All | +32.3% | -40.1% | +72.4% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling