+877.5%
EME vs STLA
-4.1%
+881.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +8.4% | -13.8% | +22.1% | +13.3% |
| 30D | -11.5% | -10.5% | -1.0% | -9.0% |
| 3M | -20.6% | -28.9% | +8.2% | -12.9% |
| 6M | -28.5% | -49.7% | +21.2% | -12.7% |
| YTD | +8.0% | -64.9% | +72.9% | +44.5% |
| 1Y | +6.8% | -64.0% | +70.8% | +40.9% |
| 3Y | +213.9% | -77.4% | +291.3% | +367.0% |
| 5Y | +414.8% | -74.4% | +489.2% | +600.6% |
| All | +877.5% | -4.1% | +881.6% | +705.4% |
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