+160.8%
EEM vs STLA
+263.8%
-103.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | +2.3% | +2.6% | -0.3% | +1.8% |
| 30D | +4.5% | -1.2% | +5.8% | +4.6% |
| 3M | -0.1% | -24.8% | +24.7% | +5.6% |
| 6M | +16.9% | -25.6% | +42.5% | +23.5% |
| YTD | +26.2% | -48.9% | +75.2% | +42.3% |
| 1Y | +40.5% | -38.8% | +79.3% | +51.4% |
| 3Y | +86.2% | -64.5% | +150.7% | +118.5% |
| 5Y | +45.5% | -62.4% | +107.9% | +65.3% |
| 10Y | +128.6% | +55.4% | +73.2% | +97.4% |
| All | +160.8% | +263.8% | -103.0% | +118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling