-2.1%
EME vs STLA
-53.0%
+50.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.8% | -13.4% | -9.6% |
| 7D | -5.8% | -0.6% | -5.2% | -5.7% |
| 30D | -17.9% | +3.6% | -21.5% | -18.0% |
| 3M | -22.0% | -20.6% | -1.3% | -22.3% |
| 6M | -29.7% | -34.3% | +4.6% | -29.6% |
| YTD | +4.7% | -57.3% | +62.0% | +2.6% |
| 1Y | -2.1% | -52.6% | +50.5% | -7.8% |
| All | -2.1% | -53.0% | +50.9% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling