+131.3%
EEM vs STLA
+150.0%
-18.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.1% |
| 7D | +2.7% | -13.8% | +16.4% | +5.8% |
| 30D | -5.4% | -10.5% | +5.1% | -3.5% |
| 3M | -8.6% | -28.9% | +20.2% | -2.7% |
| 6M | -8.9% | -49.7% | +40.8% | +3.9% |
| YTD | +11.9% | -64.9% | +76.9% | +35.5% |
| 1Y | +13.1% | -64.0% | +77.1% | +35.9% |
| 3Y | +70.7% | -77.4% | +148.1% | +119.0% |
| 5Y | +31.8% | -74.4% | +106.2% | +61.3% |
| 10Y | +119.5% | -6.4% | +125.9% | +107.7% |
| All | +131.3% | +150.0% | -18.7% | +108.1% |
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