+3,389.0%
EME vs STLA
+263.8%
+3,125.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.4% |
| 7D | +1.9% | +2.6% | -0.7% | +1.3% |
| 30D | -8.3% | -1.2% | -7.0% | -8.3% |
| 3M | -10.7% | -24.8% | +14.0% | -5.4% |
| 6M | +1.9% | -25.6% | +27.5% | +7.9% |
| YTD | +23.5% | -48.9% | +72.4% | +40.1% |
| 1Y | +18.0% | -38.8% | +56.7% | +27.8% |
| 3Y | +236.1% | -64.5% | +300.6% | +301.2% |
| 5Y | +527.9% | -62.4% | +590.3% | +624.4% |
| 10Y | +1,252.8% | +55.4% | +1,197.4% | +1,106.7% |
| All | +3,389.0% | +263.8% | +3,125.2% | +2,995.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling