+277.4%
EMR vs STLA
+46.8%
+230.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.6% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | -5.0% | -5.2% | +0.2% | -3.6% |
| 3M | +5.9% | -24.9% | +30.8% | +15.3% |
| 6M | +7.3% | -25.2% | +32.5% | +16.7% |
| YTD | +14.6% | -51.4% | +66.0% | +40.7% |
| 1Y | +15.6% | -40.7% | +56.3% | +30.8% |
| 3Y | +60.2% | -66.3% | +126.4% | +110.1% |
| 5Y | +65.8% | -63.2% | +129.1% | +103.1% |
| 10Y | +277.4% | +48.7% | +228.7% | +190.3% |
| All | +277.4% | +46.8% | +230.6% | +190.3% |
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 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