+129.9%
EEM vs STLA
+178.7%
-48.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.9% | 0.0% |
| 7D | -0.9% | -4.9% | +4.0% | +0.2% |
| 30D | -9.3% | -4.9% | -4.4% | -8.6% |
| 3M | -7.1% | -23.7% | +16.6% | -2.4% |
| 6M | -10.4% | -45.0% | +34.6% | +0.4% |
| YTD | +11.3% | -60.9% | +72.2% | +31.9% |
| 1Y | +11.3% | -58.9% | +70.1% | +30.1% |
| 3Y | +69.6% | -74.4% | +144.1% | +112.3% |
| 5Y | +33.6% | -71.5% | +105.2% | +60.1% |
| 10Y | +114.1% | +5.3% | +108.9% | +98.0% |
| All | +129.9% | +178.7% | -48.8% | +102.5% |
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