+91.0%
EEM vs STLA
-65.4%
+156.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +0.7% |
| 7D | +3.1% | +0.7% | +2.3% | +2.9% |
| 30D | +4.9% | -2.4% | +7.2% | +5.1% |
| 3M | +5.2% | -23.9% | +29.1% | +10.3% |
| 6M | +20.7% | -24.6% | +45.3% | +26.5% |
| YTD | +26.5% | -50.5% | +77.0% | +40.9% |
| 1Y | +37.8% | -39.8% | +77.7% | +46.7% |
| 3Y | +91.0% | -65.6% | +156.6% | +115.0% |
| All | +91.0% | -65.4% | +156.4% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling