+96.4%
EMB vs STLA
+189.9%
-93.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.1% | -4.5% | +4.4% | +0.2% |
| 30D | +1.3% | -3.9% | +5.2% | +1.5% |
| 3M | -2.2% | -20.2% | +17.9% | -1.0% |
| 6M | -2.3% | -42.2% | +39.8% | +0.8% |
| YTD | -0.6% | -59.3% | +58.7% | +4.4% |
| 1Y | +0.5% | -56.1% | +56.5% | +5.0% |
| 3Y | +29.4% | -73.7% | +103.1% | +38.2% |
| 5Y | +6.5% | -70.3% | +76.8% | +11.7% |
| 10Y | +29.8% | +23.1% | +6.7% | +27.1% |
| All | +96.4% | +189.9% | -93.5% | +90.2% |
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