+96.4%
EMB vs STLA
+178.7%
-82.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.4% |
| 7D | +0.5% | -4.9% | +5.4% | +0.8% |
| 30D | +0.9% | -4.9% | +5.8% | +1.1% |
| 3M | -2.1% | -23.7% | +21.5% | -0.6% |
| 6M | -2.2% | -45.0% | +42.8% | +1.2% |
| YTD | -0.6% | -60.9% | +60.3% | +4.7% |
| 1Y | +0.2% | -58.9% | +59.1% | +5.2% |
| 3Y | +29.5% | -74.4% | +104.0% | +38.6% |
| 5Y | +8.0% | -71.5% | +79.5% | +13.6% |
| 10Y | +35.3% | +5.3% | +30.1% | +33.3% |
| All | +96.4% | +178.7% | -82.3% | +90.7% |
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