+1,284.9%
EME vs STLA
+51.6%
+1,233.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +0.9% | -3.8% | +4.8% | +2.2% |
| 30D | -8.4% | -3.1% | -5.3% | -7.9% |
| 3M | -3.6% | -19.6% | +16.0% | +2.3% |
| 6M | +3.6% | -23.5% | +27.0% | +11.0% |
| YTD | +22.5% | -51.5% | +74.0% | +48.9% |
| 1Y | +18.2% | -39.7% | +57.8% | +32.1% |
| 3Y | +238.4% | -66.3% | +304.7% | +341.2% |
| 5Y | +550.5% | -63.1% | +613.7% | +689.4% |
| All | +1,284.9% | +51.6% | +1,233.2% | +1,013.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling