+30.7%
EMB vs STLA
+46.8%
-16.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | 0.0% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | -0.3% | -5.2% | +4.9% | +0.2% |
| 3M | -0.3% | -24.9% | +24.6% | +2.2% |
| 6M | +0.7% | -25.2% | +25.9% | +3.1% |
| YTD | +1.3% | -51.4% | +52.7% | +7.6% |
| 1Y | +4.7% | -40.7% | +45.4% | +8.5% |
| 3Y | +30.1% | -66.3% | +96.3% | +40.8% |
| 5Y | +6.9% | -63.2% | +70.1% | +12.6% |
| 10Y | +30.7% | +48.7% | -18.0% | +25.8% |
| All | +30.7% | +46.8% | -16.0% | +25.8% |
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