+33.6%
EEM vs STLA
-71.4%
+105.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.9% | +0.1% |
| 7D | -0.9% | -4.9% | +4.0% | +0.3% |
| 30D | -9.3% | -4.9% | -4.4% | -8.5% |
| 3M | -7.1% | -23.7% | +16.6% | -1.8% |
| 6M | -10.4% | -45.0% | +34.6% | +1.8% |
| YTD | +11.3% | -60.9% | +72.2% | +34.7% |
| 1Y | +11.3% | -58.9% | +70.1% | +32.5% |
| 3Y | +69.6% | -74.4% | +144.1% | +120.1% |
| 5Y | +33.6% | -71.5% | +105.2% | +57.9% |
| All | +33.6% | -71.4% | +105.0% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling