+6.6%
EMB vs STLA
-70.1%
+76.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.1% | -4.5% | +4.4% | +0.3% |
| 30D | +1.3% | -3.9% | +5.2% | +1.6% |
| 3M | -2.2% | -20.2% | +17.9% | -0.4% |
| 6M | -2.3% | -42.2% | +39.8% | +2.5% |
| YTD | -0.6% | -59.3% | +58.7% | +7.5% |
| 1Y | +0.5% | -56.1% | +56.5% | +7.6% |
| 3Y | +29.4% | -73.7% | +103.1% | +44.9% |
| All | +6.6% | -70.1% | +76.6% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling