+36.5%
EMB vs STLA
-3.1%
+39.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | -0.2% |
| 7D | -0.7% | -13.1% | +12.4% | +0.7% |
| 30D | +0.5% | -13.3% | +13.8% | +1.8% |
| 3M | -2.5% | -27.9% | +25.4% | +0.3% |
| 6M | -2.0% | -47.8% | +45.8% | +3.9% |
| YTD | -0.9% | -64.6% | +63.7% | +8.6% |
| 1Y | -0.3% | -64.0% | +63.7% | +8.9% |
| 3Y | +29.2% | -76.8% | +106.0% | +45.4% |
| 5Y | +7.4% | -74.2% | +81.6% | +17.2% |
| All | +36.5% | -3.1% | +39.6% | +24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling