+1,295.9%
EME vs STLA
+51.9%
+1,244.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.6% | -1.9% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | -6.8% | -5.2% | -1.6% | -5.7% |
| 3M | -8.8% | -24.9% | +16.0% | -1.0% |
| 6M | +5.0% | -25.2% | +30.2% | +13.4% |
| YTD | +23.5% | -51.4% | +74.9% | +50.0% |
| 1Y | +21.3% | -40.7% | +62.0% | +36.4% |
| 3Y | +241.1% | -66.3% | +307.3% | +344.4% |
| 5Y | +549.2% | -63.2% | +612.4% | +688.7% |
| All | +1,295.9% | +51.9% | +1,244.0% | +1,022.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling