+301.5%
EMR vs STLA
+21.0%
+280.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | +2.1% | -6.4% | +8.5% | +4.3% |
| 30D | +4.8% | -1.3% | +6.1% | +4.7% |
| 3M | +7.5% | -19.9% | +27.4% | +14.2% |
| 6M | +20.9% | -42.9% | +63.8% | +42.7% |
| YTD | +29.2% | -59.4% | +88.6% | +67.0% |
| 1Y | +33.0% | -56.8% | +89.8% | +67.7% |
| 3Y | +109.8% | -73.1% | +182.8% | +195.6% |
| 5Y | +91.9% | -70.1% | +162.0% | +150.4% |
| 10Y | +301.5% | +19.8% | +281.7% | +220.1% |
| All | +301.5% | +21.0% | +280.5% | +220.1% |
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