+217.4%
EME vs STLA
-75.4%
+292.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.5% | +6.8% | +3.9% |
| 7D | +4.3% | -11.6% | +15.9% | +6.4% |
| 30D | -14.4% | -6.2% | -8.2% | -13.7% |
| 3M | -18.3% | -24.6% | +6.3% | -14.9% |
| 6M | -28.3% | -44.9% | +16.6% | -21.0% |
| YTD | +9.2% | -62.3% | +71.5% | +28.3% |
| 1Y | +4.3% | -61.8% | +66.1% | +21.7% |
| All | +217.4% | -75.4% | +292.8% | +283.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling